Abstract
In the present paper, we give some theorems to characterize the generalized extreme value, power function, generalized Pareto (such as Pareto type II and exponential, etc.) and classical Pareto ( Pareto type I) distributions based on conditional expectation of record values.
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Wu, JW., Lee, WC. On the characterization of generalized extreme value, power function, generalized Pareto and classical Pareto distributions by conditional expectation of record values. Statistical Papers 42, 225–242 (2001). https://doi.org/10.1007/s003620100052
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DOI: https://doi.org/10.1007/s003620100052