Abstract
Let \({\{X_n, n\geq 1\}}\) be a sequence of independent and identically distributed non-degenerated random variables with common cumulative distribution function F. Suppose X 1 is concentrated on 0, 1, . . . , N ≤ ∞ and P(X 1 = 1) > 0. Let \({X_{U_w(n)}}\) be the n-th upper weak record value. In this paper we show that for any fixed m ≥ 2, X 1 has Geometric distribution if and only if \({X_{U_{w}(m)}\mathop=\limits^d X_1+\cdots+X_m ,}\) where \({\underline{\underline{d}}}\) denotes equality in distribution. Our result is a generalization of the case m = 2 obtained by Ahsanullah (J Stat Theory Appl 8(1):5–16, 2009).
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References
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Ahsanullah, M., Aliev, F. A characterization of geometric distribution based on weak records. Stat Papers 52, 651–655 (2011). https://doi.org/10.1007/s00362-009-0274-0
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DOI: https://doi.org/10.1007/s00362-009-0274-0