kth records from geometric distribution

Let be a sequence of kth records arising from the geometric distribution. We show that if k>=2 then and are independent or the regression of given is constant iff n=0. Then we present several characterizations of the geometric distribution or its tail based on the properties of kth records.

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Year of publication:	2008
Authors:	Dembinska, Anna
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 12, p. 1662-1670
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223916