A Characterization of a Polya-Eggenberger and Other Discrete Distributions by Record Values.
Abstract
Let X sub 1, X sub 2, ....., be a sequence of independent and identifically distributed discrete random variables. Define the sequence N(n) by N(1)=1, N(n)=min such that j/j N(n-1), X sub j X sub n (n-1), n=2,3,... Let R sub n=X sub N(n). Then R sub n is the sequence of record values. By convention R sub 1=X sub 1. Here a characterization of a Polya Eggenberger and other discrete distributions including the geometric, is made by the linearity of regression of R sub 2 -R sub 1 on R sub 1. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1980
- Accession Number
- ADA092536
Entities
People
- Ramesh M. Korwar
Organizations
- University of Massachusetts Amherst