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On families of distributions characterized by certain properties of ordered random variables

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Abstract

In this work, we obtain new characterizations of certain probability distributions by relations with different ordered random variables. Such variables include order statistics, sequential maxima, and records. We consider relations that include not only upper, but also lower record values. The presented ordered objects are based on sequences of independent random variables with a common continuous distribution function. We also investigate equalities in the distribution of sequential maxima exposed by various random shifts. These shifts (one-sided or two-sided) have exponential distributions. Certain theorems and their corollaries present corresponding characterizations of distributions by relations of such a type. In addition, we consider exponentially shifted order statistics such that simple relations among them also characterize certain probability distributions. All of the presented results yield a set of characterizations of various distributions. For particular cases, we present the relations that characterize families of classical exponential and logistic distributions.

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Authors and Affiliations

  1. St. Petersburg State University, Universitetskaya nab. 7–9, St. Petersburg, 199034, Russia

    S. M. Ananjevskii & V. B. Nevzorov

Authors
  1. S. M. Ananjevskii
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  2. V. B. Nevzorov
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Correspondence to S. M. Ananjevskii.

Additional information

Original Russian Text © S.M. Ananjevskii, V.B. Nevzorov, 2016, published in Vestnik Sankt-Peterburgskogo Universiteta. Seriya 1. Matematika, Mekhanika, Astronomiya, 2016, No. 3, pp. 345–354.

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Ananjevskii, S.M., Nevzorov, V.B. On families of distributions characterized by certain properties of ordered random variables. Vestnik St.Petersb. Univ.Math. 49, 197–203 (2016). https://doi.org/10.3103/S106345411603002X

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  • DOI: https://doi.org/10.3103/S106345411603002X

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