Akhundov, I.; Nevzorov, V.B. - In: Statistics & Probability Letters 80 (2010) 5-6, pp. 293-295
Let X1:3<=X2:3<=X3:3 be the order statistics from independent and identically distributed random variables X1,X2 and X3. We use the regression relation E[(X2:3-X1:3)2X2:3=x]=E[(X3:3-X2:3)2X2:3=x] to characterize the Student's t3 distribution on three degrees of freedom.