On characterizations of distributions via moments of record values
β Scribed by G. D. Lin
- Publisher
- Springer
- Year
- 1987
- Tongue
- English
- Weight
- 212 KB
- Volume
- 74
- Category
- Article
- ISSN
- 1432-2064
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β¦ Synopsis
Let {X,}~= 1 be a sequence of i.i.d, random variables having continuous distribution F(x) with E IX[~+~< oo for some positive integer l and for some e > 0. It is shown that for any fixed integer N > 0 the sequence of moments of record values {E(XL(n))t}~=N characterizes F. Furthermore, this result is applied to the weak convergence of continuous distributions.
π SIMILAR VOLUMES
In this paper, we compute the means and product moments of record values from linear exponential dlstnbutlon We also derive the recurrence relations for both single and product moments of record values In a recursive process, we show that these relations can be used to compute the smgle and product
Let Yk,n denote the nth k-record value (upper) of an infinite sequence of independent, identically distributed random variables with common continuous distribution function F. We derive bounds for the expected values of Yk., based on greatest convex minorants (Moriguti's method). We also present num