Characterizations of Pareto distribution by the assumption of identical distributions on upper record values

被引:0
|
作者
Min-Young Lee
机构
[1] Dankook University,Department of Mathematics
来源
Aequationes mathematicae | 2015年 / 89卷
关键词
62E15; 62E10; Absolutely continuous distribution; identical distribution; upper record values; characterization; Pareto distribution;
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摘要
Let {Xk,k≥1}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\{X_k, k\ge 1\}}$$\end{document} be a sequence of i.i.d. random variables which has absolutely continuous distribution function F such that F(1) =  0 and F(x) < 1 for all x > 1. We show that if F∈C1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${F \in C_1}$$\end{document} , alternatively, F∈C2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${F \in C_2}$$\end{document} or F∈C3\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${F \in C_3}$$\end{document} , then Xk’s have the Pareto distribution if and only if Wn+1,n has an identical distribution with Xk for all n≥1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${n\ge 1}$$\end{document} , alternatively, Wn+1,n has an identical distribution with Wn,n-1 for all n≥2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${n\ge 2}$$\end{document} or XU(n+1) and XU(n)· U are identically distributed, U is independent of XU(n) and XU(n+1), and U is distributed as Xk’s for all n≥1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${n\ge 1}$$\end{document} .
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页码:1329 / 1334
页数:5
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