Characterizations of probability distributions via bivariate regression of record values

George P. Yanev; M. Ahsanullah; M. I. Beg

doi:10.1007/s00184-007-0142-7

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arXiv · 0707.4121

Characterizations of probability distributions via bivariate regression of record values

George P. Yanev·M. Ahsanullah·M. I. Beg

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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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George P. Yanev, M. Ahsanullah, M. I. Beg. 2007-07-27. Characterizations of probability distributions via bivariate regression of record values. https://doi.org/10.1007/s00184-007-0142-7

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