Characterizations of probability distributions via bivariate regression of record values

DOI10.1007/S00184-007-0142-7zbMATH Open1433.62051arXiv0707.4121OpenAlexW2024928124WikidataQ126211143 ScholiaQ126211143MaRDI QIDQ745508FDOQ745508

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

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

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.

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

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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)

Cites Work

• Bounds and characterization of record statistics.
• Title not available (Why is that?)
• A CHARACTERIZATION OF CONTINUOUS DISTRIBUTIONS VIA REGRESSION ON PAIRS OF RECORD VALUES
• Some characterization results based on the conditional expectation of function of non-adjacent order statistic (record value)
• Product integration and characterization of probability laws

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 a characterization of exponential, Pearson and Pareto distributions via covariance and pseudo-covariance
• On characterizations based on regression of linear combinations of record values
• Characterization of exponential distribution via regression of one record value on two non-adjacent record values
• Title not available (Why is that?)
• 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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