Characterizations based on record values and order statistics

被引：7
|
作者：
Su, Jyh-Cherng [1 ]
Su, Nan-Cheng [2 ]
Huang, Wen-Jang [3 ]
机构：
[1] ROC Mil Acad, Dept Management Sci, Kaohsiung 830, Taiwan
[2] Natl Sun Yat Sen Univ, Dept Appl Math, Kaohsiung 804, Taiwan
[3] Natl Univ Kaohsiung, Dept Math Appl, Kaohsiung, Taiwan
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2008年 / 138卷 / 05期
关键词：
characterization; conditional distribution; conditional expectation; order statistics; record values;
D O I：
10.1016/j.jspi.2007.06.021
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：
Consider a sequence of independent and identically distributed random variables {X-i, i >= 1} with a common absolutely continuous distribution function F. Let X-1:n <= X-2:n <=...<= X-n:n be the order statistics of {X-1, X-2,..., X-n} and {Y-l, l >= 1} be the sequence of record values generated by {X-i, i >= 1}. In this work, the conditional distribution of Y-l given X-n:n is established. Some characterizations of F based on record values and X-n:n are then given. (c) 2007 Elsevier B.V. All fights reserved.
引用
收藏
页码：1358 / 1367
页数：10
相关论文
共 50 条
12345