Characterizations of Exponential Distribution via Conditional Expectations of Record Values


Autoria(s): P. Yanev, George
Data(s)

20/12/2013

20/12/2013

2011

Resumo

2000 Mathematics Subject Classification: 62G30, 62E10.

We prove that the exponential distribution is the only one which satisfies a regression identity. This identity involves conditional expectation of the sample mean of record values given two record values outside of the sample.

Identificador

Pliska Studia Mathematica Bulgarica, Vol. 20, No 1, (2011), 233p-242p

0204-9805

http://hdl.handle.net/10525/2213

Idioma(s)

en

Publicador

Institute of Mathematics and Informatics Bulgarian Academy of Sciences

Palavras-Chave #characterizations #exponential distribution #record values
Tipo

Article