On the characterization of generalized extreme value, power function, generalized Pareto and classical Pareto distributions by conditional expectation of record values |
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| Authors: | Jong-Wuu Wu Wen-Chuan Lee |
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| Affiliation: | (1) Department of Statistics, Tamkang University,Tamsui, Taipei, Taiwan, R.O.C., TW;(2) Department of Business Administration, National Cheng Kung University, Tainan, Taiwan, R.O.C., TW |
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| Abstract: | 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. Received: June 23, 1998; revised version: September 20, 1999 |
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| Keywords: | and phrases: Characterization Record value Conditional expectation Generalized extreme value distribution Power function distribution Pareto distribution. |
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