Characterizations of probability distributions via bivariate regression of record values

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 setti...

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Bibliographic Details
Published in:Metrika 2008-06, Vol.68 (1), p.51-64
Main Authors: Yanev, George P., Ahsanullah, M., Beg, M. I.
Format: Article
Language:English
Subjects:
Economic Theory/Quantitative Economics/Mathematical Methods
Mathematics and Statistics
Probability Theory and Stochastic Processes
Statistics
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Summary: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.
ISSN:0026-1335
1435-926X
DOI:10.1007/s00184-007-0142-7