Some characterizations of geometric tail distributions based on record values |
| |
| Authors: | H N Nagaraja Pali Sen R C Srivastava |
| |
| Institution: | 1. Department of Statistics, The Ohio State University, 141 Cockins Hall 1958 Neil Avenue, 43210, Columbus, OH, USA
2. Department of Mathematical Sciences, University of North Florida, 32216, Jacksonville, FL, USA
|
| |
| Abstract: | Let Rj be the jth upper record value from an infinite sequence of independent identically distributed positive integer valued random variables. We show that their common distribution must have geometric tail if Rj+k?Rj and Rj are partially independent for some j≥1 and k≥1 or if E(Rj+2?Rj+1| Rj) is a constant. Three versions of partial independence, each of which provides a characterization of the geometric tail are presented. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
