Characterizations of probability distributions via bivariate regression of record values
arXiv:0707.4121 · doi:10.1007/s00184-007-0142-7
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.
accepted in Metrika