학술저널
CHARACTERIZATIONS OF THE LOMAX, EXPONENTIAL AND PARETO DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF RECORD VALUES
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 22, No. 2
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2009.06149 - 153 (5 pages)
- 0
Let fXn; n ¸ 1g be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose XU(m),m = 1; 2; ¢ ¢ ¢ be the upper record values of fXn; n ¸ 1g. It is shown that the linearity of the conditional expectation of XU(n+2) given XU(n) characterizes the lomax, exponential and pareto distributions.
1. Introduction
2. Results
3. Proofs
References
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