On the characterization of generalized extreme value, power function, generalized Pareto and classical Pareto distributions by conditional expectation of record values

被引：0

作者：

Jong-Wuu Wu

Wen-Chuan Lee

机构：

[1] Tamkang University,Department of Statistics

[2] National Cheng Kung University,Department of Business Administration

来源：

Statistical Papers | 2001年 / 42卷

关键词：

Characterization; Record value; Conditional expectation; Generalized extreme value distribution; Power function distribution; Pareto distribution;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In the present paper, we give some theorems to characterize the generalized extreme value, power function, generalized Pareto (such as Pareto type II and exponential, etc.) and classical Pareto ( Pareto type I) distributions based on conditional expectation of record values.

引用

页码：225 / 242

页数：17

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