Characterizations of probability distributions via bivariate regression of record values.

Autor: George Yanev, M. Ahsanullah, M. Beg
Předmět:
Zdroj: Metrika; Jun2008, Vol. 68 Issue 1, p51-64, 14p
Abstrakt: Abstract  Bairamov et al. (Aust N Z J Stat 47:543–547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of non-adjacent covariates. We also consider a more general setting involving monotone transformations. As special cases, we present characterizations involving weighted arithmetic, geometric, and harmonic means. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index