Advances and Applications in Statistics
Volume 48, Issue 5, Pages 349 - 361
(May 2016) http://dx.doi.org/10.17654/AS048050349 |
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CHARACTERIZATION AND RECURRENCE RELATIONS OF CERTAIN DISTRIBUTIONS OF KTH UPPER RECORD VALUES
Ali A. Al-Shomrani
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Abstract: In this paper, we derive exact expression and some recurrences for two general classes of distributions through some conditional expectations of kth upper record values. We study the necessary and sufficient conditions in order for these conditional expectations to hold for some distribution functions. In addition, characterization of another general class of distributions based on truncated moments of some random variable is obtained. Examples of particular distributions as members of these general classes are presented in Tables 1 and 2 accordingly. |
Keywords and phrases: characterization, records values, conditional expectation, truncated moments. |
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