On dual characterizations of continuous distributions in terms of expected values of two functions of order statistics and record values (Q1781643)
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scientific article; zbMATH DE number 2183276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On dual characterizations of continuous distributions in terms of expected values of two functions of order statistics and record values |
scientific article; zbMATH DE number 2183276 |
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On dual characterizations of continuous distributions in terms of expected values of two functions of order statistics and record values (English)
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28 June 2005
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Let \(\{X_n, n \geq 1 \}\) be a sequence of i.i.d. random variables with a common continuous distribution function \(F\). Denote by \(X_{k:n}\) the order statistics of a sample \((X_1, \ldots ,X_n)\). The authors present characterizations of \(F\) in terms of expected values of two functions of the ``lower'' order statistics \(X_{n-k+1:n}\) and the \(k\)th lower record values \(Z^{(k)}_n=X_{k:L_k(n)+k-1}\), where \( \{ L_k(n),n \geq 1 \}\) is the \(k\)th lower record time sequence defined in the following manner: \(L_k(1)=1\) and, for \(n \geq 1\), \(L_k(n+1)=\min \{j>L_k(n):X_{k:L_k(n)+k-1}>X_{k:j+k- 1}\}\).
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order statistics
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record values
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characterizations of continuous distributions
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0.9213621
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0.9137518
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