Abstract
The independence between spacings of record values and of individual record values is well known when the records come from a geometric distribution. Here we examine the form a function of two record values must have if we require independence from a lower record value. Also similar questions are examined in relation to conditional expectation and conditional variance.
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Dallas, A.C. Some properties of record values coming from the geometric distribution. Ann Inst Stat Math 41, 661–669 (1989). https://doi.org/10.1007/BF00057732
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DOI: https://doi.org/10.1007/BF00057732