• 제목/요약/키워드: record values

검색결과 328건 처리시간 0.023초

A CHARACTERIZATION OF THE POWER FUNCTION DISTRIBUTION BY INDEPENDENT PROPERTY OF LOWER RECORD VALUES

  • Lim, Eun-Hyuk;Lee, Min-Young
    • 충청수학회지
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    • 제26권2호
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    • pp.269-273
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    • 2013
  • We prove a characterization of the power function distribution by lower record values. We prove that $F(x)=(\frac{x}{a})^{\alpha}$ for all $x$, 0 < $x$ < $a$, ${\alpha}$ > 0 and $a$ > 0 if and only if $\frac{X_{L(n)}}{X_{L(m)}}$ and $X_{L(m)}$ are independent for $1{\leq}m$ < $n$.

ON CHARACTERIZATIONS OF PARETO AND WEIBULL DISTRIBUTIONS BY CONSIDERING CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
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    • 제27권2호
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    • pp.243-247
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    • 2014
  • Let {$X_n$, $n{\geq}1$} be a sequence of i.i.d. random variables with absolutely continuous cumulative distribution function(cdf) F(x) and the corresponding probability density function(pdf) f(x). In this paper, we give characterizations of Pareto and Weibull distribution by considering conditional expectations of record values.

CHARACTERIZATIONS OF THE LOMAX, EXPONENTIAL AND PARETO DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • 충청수학회지
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    • 제22권2호
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    • pp.149-153
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    • 2009
  • Let {$X_{n},\;n\;\geq\;1$} be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose $X_{U(m)},\;m = 1,\;2,\;{\cdots}$ be the upper record values of {$X_{n},\;n\;\geq\;1$}. It is shown that the linearity of the conditional expectation of $X_{U(n+2)}$ given $X_{U(n)}$ characterizes the lomax, exponential and pareto distributions.

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ON CHARACTERIZATIONS OF THE POWER DISTRIBUTION VIA THE IDENTICAL HAZARD RATE OF LOWER RECORD VALUES

  • Lee, Min-Young
    • 충청수학회지
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    • 제30권3호
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    • pp.337-340
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    • 2017
  • In this article, we present characterizations of the power distribution via the identical hazard rate of lower record values that $X_n$ has the power distribution if and only if for some fixed n, $n{\geq}1$, the hazard rate $h_W$ of $W=X_{L(n+1)}/X_{L(n)}$ is the same as the hazard rate h of $X_n$ or the hazard rate $h_V$ of $V=X_{L(n+2)}/X_{L(n+1)}$.

A NOTE ON THE CHARACTERIZATIONS OF THE GUMBEL DISTRIBUTION BASED ON LOWER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
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    • 제30권3호
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    • pp.285-289
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    • 2017
  • Let $\{X_n,\;n{\geq}1\}$ be a sequence of independent and identically distributed random variables with cdf F(x) which is absolutely continuous with pdf f(x) and F(x) < 1 for all x in ($-{\infty},\;{\infty}$). In this paper, we obtain the characterizations of the Gumbel distribution by lower record values.

Estimation for Two-Parameter Generalized Exponential Distribution Based on Records

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • 제20권1호
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    • pp.29-39
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    • 2013
  • This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.

ON CHARACTERIZATIONS OF THE CONTINUOUS DISTRIBUTIONS BY INDEPENDENCE PROPERTY OF THE QUOTIENT-TYPE UPPER RECORD VALUES

  • LEE, MIN-YOUNG;JIN, HYUN-WOO
    • Journal of applied mathematics & informatics
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    • 제37권3_4호
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    • pp.245-249
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    • 2019
  • In this paper we obtain characterizations of a family of continuous probability distribution by independence property of upper record values. Also, we introduce some examples of the characterizations of distributions from these general classes of continuous distributions.

ON CHARACTERIZATIONS OF THE WEIBULL DISTRIBUTION BY THE INDEPENDENT PROPERTY OF RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • 충청수학회지
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    • 제23권2호
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    • pp.245-250
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    • 2010
  • We present characterizations of the Weibull distribution by the independent property of record values that F(x) has a Weibull distribution if and only if $\frac{X_{U(m)}}{X_{U(n)}}$ and $X_{U(n)}$ or $\frac{X_{U(n)}}{X_{U(n)}{\pm}X_{U(m)}}$ and $X_{U(n)}$ are independent for $1{\leq}m.

ON CHARACTERIZATIONS OF THE CONTINUOUS DISTRIBUTIONS BY INDEPENDENT PROPERTY OF THE DIFFERENCE-TYPE k-TH LOWER RECORD VALUES

  • HYUN-WOO JIN
    • Journal of applied mathematics & informatics
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    • 제41권4호
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    • pp.821-829
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    • 2023
  • In this paper, we obtain characterizations of continuous distributions based on the independent property of generalized record values extending the characterization results reported by Jin and Lee [4], Skřivánková and Juhás [8]. Also, example of special cases of general classes as Bur types, Pareto, power and Weibull distribution are discussed.