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On characterizations of distributions via moments of record values

✍ 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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✦ 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.


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