Characterization of exponential distribution via regression of one record value on two non-adjacent record values

DOI10.1007/S00184-011-0350-ZMaRDI QIDQ715496zbMATH OpenOpenAlexFDO

Authors George P. Yanev

Publication date 29 October 2012

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.4873

zbMATH Keywords

characterizationexponential distributionmedianmidrangerecord values

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Abstract: We characterize the exponential distribution as the only one which satisfies a regression condition. This condition involves the regression function of a fixed record value given two other record values, one of them being previous and the other next to the fixed record value, and none of them are adjacent. In particular, it turns out that the underlying distribution is exponential if and only if given the first and last record values, the expected value of the median in a sample of record values equals the sample midrange.

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Cites work

• A CHARACTERIZATION OF CONTINUOUS DISTRIBUTIONS VIA REGRESSION ON PAIRS OF RECORD VALUES
• Characterizations based on record values and order statistics
• Characterizations of probability distributions via bivariate regression of record values
• scientific article; zbMATH DE number 794980 (Why is no real title available?)
• scientific article; zbMATH DE number 2200834 (Why is no real title available?)
• scientific article; zbMATH DE number 964400 (Why is no real title available?)
• Linearity of regression for non-adjacent record values

Cited in

(5)

• Characterizations via regression of generalized order statistics
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• A CHARACTERIZATION OF CONTINUOUS DISTRIBUTIONS VIA REGRESSION ON PAIRS OF RECORD VALUES
• Sequences of expected record values
• On characterizations based on regression of linear combinations of record values

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