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Characterization of distributions by conditional expectation of record values. (English) Zbl 1332.62043

Summary: A family of continuous probability distributions has been characterized by two conditional expectations of record statistics conditioned on a non-adjacent record value. Besides various deductions, this work extends the result of M.-Y. Lee [Commun. Korean Math. Soc. 18, No. 1, 127–131 (2003; Zbl 1101.62338)] in which Pareto distribution has been characterized.

MSC:

62E10 Characterization and structure theory of statistical distributions
62G30 Order statistics; empirical distribution functions
60E05 Probability distributions: general theory

Citations:

Zbl 1101.62338
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References:

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