On the characterization of generalized extreme value, power function, generalized Pareto and classical Pareto distributions by conditional expectation of record values

DOI10.1007/S003620100052zbMath1002.62015OpenAlexW2005148544MaRDI QIDQ5944070

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Publication date: 13 January 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s003620100052

zbMATH Keywords

record valuescharacterizationconditional expectationsgeneralized extreme value distributionPareto distributionpower function distribution

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

Related Items (9)

On some models of ordered random variables and characterizations of distributions ⋮ Characterizations via regression of generalized order statistics ⋮ Characterizations of the Weibull and uniform distributions using record values ⋮ On characterizations of the generalized Pareto distributions based on progressively censored order statistics ⋮ Characterization of distributions by conditional expectation of generalized order statistics ⋮ Characterizations based on record values and order statistics ⋮ Characterization of distributions by conditional expectation of record values ⋮ Some characterization results based on the conditional expectation of function of non-adjacent order statistic (record value) ⋮ Regressions for sums of squares of spacings

Cites Work

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• Characterizing the Pareto and power distributions
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• ON A CHARACTERIZATION BASED ON RECORD VALUES
• ON A CHARACTERIZATION OF EXPONENTIAL AND RELATED DISTRIBUTIONS

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