Characterizations of probability distributions via bivariate regression of record values

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

Characterizations of probability distributions via bivariate regression of record values

Authors

Yanev, George P.

Ahsanullah, M.

Beg, M. I.

Description

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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