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
收藏
页码：543 / 547
页数：5
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