Characterizations of probability distributions via bivariate regression of record values
Probability
2007-07-30 v1
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.
Cite
@article{arxiv.0707.4121,
title = {Characterizations of probability distributions via bivariate regression of record values},
author = {George P. Yanev and M. Ahsanullah and M. I. Beg},
journal= {arXiv preprint arXiv:0707.4121},
year = {2007}
}
Comments
accepted in Metrika