Characterization of continuous distributions in terms of moments of extremal statistics

We give characterizations of continuous distributions in terms of moments of order statistics when the sample size is random. In particular, we characterize uniform, exponential, Pareto, and logistic distributions. Special cases of a random sample size (logarithmic series, geometrical, truncated binomial, truncated negative binomial, and truncated Poisson distribution) are also considered. Proceedings of the XVII Seminar on Stability Problems for Stochastic Models, Kazan, Russia, 1995, Part I.