Abstract
George R. Terrell (1983, {Ann. Probab., vol. 11(3), pp. 823--826) showed that the Pearson coefficient of correlation of an ordered pair from a random sample of size two is at most one-half, and the equality is attained only for rectangular (uniform over some interval) distributions. In the present note it is proved that the same is true for the discrete case, in the sense that the correlation coefficient attains its maximal value only for discrete rectangular (uniform over some finite lattice) distributions. MSC: Primary 60E15; 62E10; Secondary 62G30. Key words and phrases: discrete rectangular distribution; order statistics; Hahn polynomials; Pearson coefficient of correlation.
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