Characterizations of probability distributions via bivariate regression of record values

DOI10.1007/S00184-007-0142-7MaRDI QIDQ745508zbMATH OpenOpenAlexWikidataFDO

Authors George P. Yanev, M. Ahsanullah, M. I. Beg

Publication date 14 October 2015

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0707.4121

zbMATH Keywords

exponential distributioncharacterizationnon-adjacent record values

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

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.

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Cites work

• scientific article; zbMATH DE number 2200834 (Why is no real title available?)
• A CHARACTERIZATION OF CONTINUOUS DISTRIBUTIONS VIA REGRESSION ON PAIRS OF RECORD VALUES
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• Product integration and characterization of probability laws
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Cited in

(10)

• Characterizations of the Weibull and uniform distributions using record values
• A CHARACTERIZATION OF CONTINUOUS DISTRIBUTIONS VIA REGRESSION ON PAIRS OF RECORD VALUES
• On characterizations based on regression of linear combinations of record values
• On a characterization of exponential, Pearson and Pareto distributions via covariance and pseudo-covariance
• Characterization of exponential distribution via regression of one record value on two non-adjacent record values
• scientific article; zbMATH DE number 4052777 (Why is no real title available?)
• Characterizations of bivariate distributions using concomitants of record values
• Estimation of parameters of bivariate normal distribution using concomitants of record values
• Characterizations of distributions via record values with random exponential shifts. II
• Characterizations via regression of generalized order statistics

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