English

Probability models characterized by generalized reversed lack of memory property

Statistics Theory 2008-10-07 v1 Statistics Theory

Abstract

A binary operator * over real numbers is said to be associative if (xy)z=x(yz)(x*y)*z=x*(y*z) and is said to be reducible if xy=xzx*y=x*z or yw=zwy*w=z*w if and only if z=yz=y. The operation is said to have an identity element e~\tilde{e} if xe~=xx*\tilde{e}=x. In this paper a characterization of a subclass of the reversed generalized Pareto distribution (Castillo and Hadi (1995)) in terms of the reversed lack of memory property (Asha and Rejeesh (2007)) is generalized using this binary operation and probability distributions are characterized using the same. This idea is further generalized to the bivariate case.

Cite

@article{arxiv.0810.0914,
  title  = {Probability models characterized by generalized reversed lack of memory property},
  author = {Asha Gopalakrishnan and Rejeesh C. John},
  journal= {arXiv preprint arXiv:0810.0914},
  year   = {2008}
}

Comments

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T11:27:37.921Z