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학술저널

CHARACTERIZATION OF STANDARD EXTREME VALUE DISTRIBUTIONS USING RECORDS

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The paper deals with characterization of standard Gum- bel distribution and standard Frechet distribution and was moti-vated by [4], where the Weibull distribution is characterized. We present criterions using the independence of some suitable functions of lower records in a sequence of independent identically distributed random variables fXn; n ¸ 1g.

1. Introduction

2. Characterization of Gumbel distribution

3. Characterization of Frechet distribution

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