CHRACTERIZATIONS OF THE PARETO DISTRIBUTION BY RECORD VALUES

  • Chang, Se-Kyung (Department of Mathematics Education, Cheongju University)
  • 발행 : 2009.05.31

초록

In this paper, we establish some characterizations which is satisfied by the independence of the upper record values from the Pareto distribution. We prove that $X\;{\in}\;PAR(1,\;{\beta})$, $\beta$ > 0, if and only if $\frac{X_{U(n)}}{X_{U(m)}}$ and $X_{U(m)}$, $1\;{\le}\;m\;<\;n$ are independent. We show that $X\;{\in}\;PAR(1,\;{\beta})$, $\beta$ > 0 if and only if $\frac{X_{U(n)}+X_{U{(n+1)}}}{X_{U(n)}}$ and $X_{U(n)}$, $n\;{\ge}\;1$ are independent. And we characterize that $X\;{\in}\;PAR(1,\;{\beta})$, $\beta$ > 0, if and only if $\frac{X_{U(n)}}{X_{U(n)}+X_{U{(n+1)}}}$ and $X_{U(n)}$, $n\;{\ge}\;1$ are independent.

키워드

참고문헌

  1. J. Aczel, Lectures on Functional Equations and Their Applications, Academic Press, NY, 1966.
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  3. M. Ahsanuallah, Record Values-Theory and Applications, University Press of America, Inc., NY, 2004.
  4. K. N. Chandler, The distribution and frequency of record values, J. R. Stat. Soc. B, 14 (1952), 220-228.