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Characterizations of probability distributions via bivariate regression of record values

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Abstract

Bairamov et al. (Aust N Z J Stat 47:543–547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of non-adjacent covariates. We also consider a more general setting involving monotone transformations. As special cases, we present characterizations involving weighted arithmetic, geometric, and harmonic means.

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Correspondence to George P. Yanev.

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Yanev, G.P., Ahsanullah, M. & Beg, M.I. Characterizations of probability distributions via bivariate regression of record values. Metrika 68, 51–64 (2008). https://doi.org/10.1007/s00184-007-0142-7

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  • DOI: https://doi.org/10.1007/s00184-007-0142-7

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