Keywords: characterization, conditional expectation, continuous distributions, lower record values
American Journal of Applied Mathematics and Statistics, 2014 2 (1),
pp 7-9.
DOI: 10.12691/ajams-2-1-2
Received November 31, 2013; Revised December 02, 2013; Accepted January 03, 2013
Copyright © 2013 Science and Education Publishing. All Rights Reserved.
1. Introduction
The record values were introduced by [1]. Suppose that
is a sequence of independent and identically distributed random variables with common distribution function
and common probability density function
. Set
for
. We say
is a lower (upper) record values of this sequence if
for
. By definition
is a lower as well as upper record values and
with
denote the times of lower record values.
Record values are found in many situations of daily life as well as in many statistical applications. Often we are interested in observing new records, e.g. Olympic records. It is also useful in reliability theory, meteorology, hydrology, seismology, mining. For a more specific example, consider the situation of testing the breaking strength of wooden beams as described by [2].
For comprehensive accounts of the theory and applications of record values, we refer the readers to [3, 4, 5, 6].
2. Objective
Characterizing the distributions via their record statistics has a long history. For excellent review one may refer to [7-15][7] amongst others.
The aim of this paper is to characterize a general class of distributions via the contrast of the conditional expectation of function of lower record statistics, conditioned on non-adjacent lower record statistics.
3. Method
Let
be the first
lower record statistics from a population whose probability density function
is
and the distribution function
is
. Let
Then the
of
,
is
 | (3.1) |
and the joint
of two lower records
and
,
,
is
 | (3.2) |
where
.
Then the conditional
of
given
is
 | (3.3) |
4. Characterization Result
Theorem: Let
be an absolutely continuous random variable with the
and the
on the support
, where
and
may be finite or infinite. Then for 
 | (4.1) |
if and only if
 | (4.2) |
where
are real numbers
satisfying
,
for some
and
is a non-increasing and differentiable function of
such that
is a
.
Proof: First we will prove (4.2) implies (4.1). We have from [14]
for 
Therefore,
 | (4.3) |
hence the ‘if’ part.
To prove the sufficiency part, we have
 | (4.4) |
or,
 | (4.5) |
Integrating left hand side of (4.5) by parts, we get
 | (4.6) |
That is,
 | (4.7) |
Now from (3.3), we have
Therefore,
 | (4.8) |
Comparing (4.7) and (4.8), we get
implying
and hence the Theorem.
Remark: Putting
and
in Theorem , we get the characterizing result as obtained by [14].
Table 4.1. Examples based on the distribution function F(x)=e-ah(x), a>0
5. Discussion
The purpose of this paper was to characterize a general classs of probability distribution through the conditional expectation based on lower record statistics conditioned on non-adjacent lower record statistics using the contrast technique. We hope that findings of this paper will useful for the researcher in various fields. Further advancement of research in distribution theory, lower record theory and their application.
References
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| In article | |
|
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