Characterizations of Exponential Distribution Via Conditional Expectations of Record Values

Authors

George Yanev, The University of Texas Rio Grande ValleyFollow

Document Type

Article

Publication Date

2011

Abstract

We prove that the exponential distribution is the only one which satisfies a regression identity. This identity involves conditional expectation of the sample mean of record values given two record values outside of the sample.

Comments

Original published version available at http://www.math.bas.bg/pliska/Pliska-20/Pliska-20-2011-233-242.pdf

Recommended Citation

Yanev, George P. 2011. “Characterizations of Exponential Distribution Via Conditional Expectations of Record Values.” Pliska Studia Mathematica Bulgarica 20 (January): 233–42.

First Page

233

Last Page

242

Publication Title

Pliska Studia Mathematica Bulgarica