Characterizations of probability distributions via bivariate regression of record values |
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| Authors: | George P Yanev M Ahsanullah M I Beg |
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| Institution: | (1) Department of Mathematics and Statistics, University of South Florida, Tampa, FL 33620, USA;(2) Department of Management Sciences, Rider University, Lawrenceville, NJ 08648, USA;(3) Department of Mathematics and Statistics, University of Hyderabad, Hyderabad, 500046, India |
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| 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. |
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| Keywords: | Characterization Non-adjacent record values Exponential distribution |
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