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CHARACTERIZATIONS OF THE PARETO DISTRIBUTION BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Published : 2003.01.01

Abstract

Let X$_1$, X$_2$,... be a sequence of independent and identically distributed random variables with continuous cumulative distribution function F(x). X$_j$ is an upper record value of this sequence if X$_j$ > max {X$_1$,X$_2$,...,X$_{j-1}$}. We define u(n)=min{j$\mid$j> u(n-1), X$_j$ > X$_{u(n-1)}$, n $\geq$ 2} with u(1)=1. Then F(x) = 1-x$^{\theta}$, x > 1, ${\theta}$ < -1 if and only if (${\theta}$+1)E[X$_{u(n+1)}$$\mid$X$_{u(m)}$=y] = ${\theta}E[X_{u(n)}$\mid$X_{u(m)}=y], (\theta+1)^2E[X_{u(n+2)}$\mid$X_{u(m)}=y] = \theta^2E[X_{u(n)}$\mid$X_{u(m)}=y], or (\theta+1)^3E[X_{u(n+3)}$\mid$X_{u(m)}=y] = \theta^3E[X_{u(n)}$\mid$X_{u(m)}=y], n $\geq$ M+1$.

Keywords

References

  1. Inn. Inst. Stat. Math. v.30 no.A Record values and the exponential distribution M. Absanuallah https://doi.org/10.1007/BF02480233
  2. Nova Science publishers Record Statistics M. Absanuallah
  3. Austral. J. Statist v.20 On a characterization based on record values H. N. Nagaraja

Cited by

  1. ON CHARACTERIZATIONS OF PARETO AND WEIBULL DISTRIBUTIONS BY CONSIDERING CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES vol.27, pp.2, 2014, https://doi.org/10.14403/jcms.2014.27.2.243
  2. A NOTE ON THE CHARACTERIZATIONS OF PARETO DISTRIBUTION BY UPPER RECORD VALUES vol.27, pp.4, 2012, https://doi.org/10.4134/CKMS.2012.27.4.835
  3. Characterization of distributions by conditional expectation of record values vol.24, pp.1, 2016, https://doi.org/10.1016/j.joems.2014.08.005
  4. ON CHARACTERIZATIONS OF CONTINUOUS DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES vol.25, pp.3, 2012, https://doi.org/10.14403/jcms.2012.25.3.501