We study the asymptotic covariance function of the sample mean and quantile, and derive a new and surprising characterization of the normal distribution: the asymptotic covariance between the sample ...

The normal distribution (also known as the Gaussian distribution) is arguably the most important distribution in Statistics. It is often used to represent continuous random variables occurring in ...

Data from many applied fields exhibit both heavy tail and skewness behavior. For this reason, in the last few decades, there has been a growing interest in exploring parametric classes of ...