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.
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收藏
页码：225 / 242
页数：17
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