A characterization of continuous distributions via regression on pairs of record values

被引：9

作者：

Bairamov, I

Ahsanullah, M

Pakes, AG

机构：

[1] Izmir Univ Econ, Dept Math, TR-35330 Izmir, Turkey

[2] Univ S Florida, Dept Math, Tampa, FL 33629 USA

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 2005年 / 47卷 / 04期

关键词：

characterization; record values; regression;

D O I：

10.1111/j.1467-842X.2005.00415.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The exponential type is characterized in terms of the regression of a ( possibly non-linear) function of a record value with its adjacent record values as covariates. Monotone transformations extend this result to more general settings, and these are illustrated with some specific examples.

引用

页码：543 / 547

页数：5

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