On characterizations based on regression of linear combinations of record values
Probability
2011-05-06 v2
Abstract
We characterize the exponential distribution in terms of the regression of a record value with non-adjacent record values as covariates. We also study characterizations based on the regression of linear combinations of record values.
Cite
@article{arxiv.0905.4230,
title = {On characterizations based on regression of linear combinations of record values},
author = {George P. Yanev and M. Ahsanullah},
journal= {arXiv preprint arXiv:0905.4230},
year = {2011}
}
Comments
Final version accepted in Sankhya Series A. First version was uploaded on 29 May 2009