Linearity of regression for weak records, revisited

DOI10.1080/02331888.2017.1301940MaRDI QIDQ4600786zbMATH OpenOpenAlexFDO

Authors Rafał Karczewski, Jacek Wesołowski

Publication date 12 January 2018

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.00224

zbMATH Keywords

characterizationinjective operatorstructure theoryweak recordslinearity of regression

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

Abstract: Since many years characterization of distribution by linearity of regression of non-adjacent weak records E(W_{i+s}|W_i) = �eta_1 W_i+�eta_0 for discrete observations has been known to be a difficult question. Lopez- Blazquez (2004) proposed an interesting idea of reducing it to the adjacent case and claimed to have the characterization problem completely solved. We will explain that, unfortunately, there is a major aw in the proof given in that paper. This aw is related to fact that in some situations the operator responsible for reduction of the non-adjacent case to the adjacent one is not injective. The operator is trivially injective when 0<�eta_1<1. We show that when �eta_1>=1 the operator is injective when s = 2, 3, 4. Therefore in these cases the method proposed by Lopez-Blazquez is valid. We also show that the operator is not injective when �eta_1 >=1 and s >= 5. Consequently, in this case the reduction methodology does not work and thus the characterization problem remains open.

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Cited in

(8)

• Relations for product moments and covariances of kth records from discrete distributions
• Characterizations of geometric distributions based onkth record values
• Linearity of regression for non-adjacent weak records
• Asymptotic behavior of the ratio of weak kth records
• Linearity of regression for the past weak and ordinary records
• Weak kth records from geometric distribution and some characterizations
• Linear regression for non-adjacent weak records
• On the problem of the unique characterization of discrete distributions by single regression of weak records

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