Linearity of regression for non-adjacent record values (Q1591280)
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scientific article; zbMATH DE number 1546712
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| English | Linearity of regression for non-adjacent record values |
scientific article; zbMATH DE number 1546712 |
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Linearity of regression for non-adjacent record values (English)
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2 April 2001
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Considering a strictly increasing sequence (almost surely) of record values relative to a sequence of independent, identically distributed absolutely continuous random variables, this paper identifies, amongst other things,the cases relative to which the conditional expectation of the (m+k)-th record value given the m th record value or of the m th record value given the (m+k)-th record value is linear. Reviewer's comment: The identification holds with appropriate changes wherever necessary if the assumption of absolute continuity is replaced by that of continuity; the authors implicitly assume that the iid sequence has an absolutely continuous distribution.
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record values
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exponential distribution
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Pareto distribution
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power distribution
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extreme value distributions
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0.8142828941345215
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0.8076944947242737
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0.8060032725334167
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0.7839283347129822
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