On Characterizations of Distributions by Expected Values of Order Statistics and Record Values with Gap

In this paper, we obtain some recurrence relationships for conditional expectations of nonadjacent order statistics and record values when the distribution function is absolutely continuous, and we prove that the distribution function is uniquely determined by the distribution of conditioned record values and by the expected values of these records. Further, different distributions are characterized by these relationships

MoreLess

Year of publication:	1998
Authors:	Franco, Manuel ; Ruiz, José M.
Publisher:	[S.l.] : SSRN
Subject:	Wahrscheinlichkeitsrechnung \| Probability theory \| Theorie \| Theory
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: METRIKA, Vol 45 No 2, March 1997 Volltext nicht verfügbar
Classification:	C10 - Econometric and Statistical Methods: General. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014073955