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Linearity of regression for non-adjacent record values - MaRDI portal

Linearity of regression for non-adjacent record values (Q1591280)

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scientific article; zbMATH DE number 1546712
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Linearity of regression for non-adjacent record values
scientific article; zbMATH DE number 1546712

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    Linearity of regression for non-adjacent record values (English)
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    2 April 2001
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    Considering a strictly increasing sequence (almost surely) of record values relative to a sequence of independent, identically distributed absolutely continuous random variables, this paper identifies, amongst other things,the cases relative to which the conditional expectation of the (m+k)-th record value given the m th record value or of the m th record value given the (m+k)-th record value is linear. Reviewer's comment: The identification holds with appropriate changes wherever necessary if the assumption of absolute continuity is replaced by that of continuity; the authors implicitly assume that the iid sequence has an absolutely continuous distribution.
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    record values
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    exponential distribution
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    Pareto distribution
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    power distribution
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    extreme value distributions
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