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The characterization of distributions by order statistics and record values — a unified approach

Published online by Cambridge University Press:  14 July 2016

Paul Deheuvels
Affiliation:
Université Paris VI and Ecole Pratique des Hautes Etudes

Abstract

It is shown that, in some particular cases, it is equivalent to characterize a continuous distribution by properties of records and by properties of order statistics. As an application, we give a simple proof that if two successive jth record values and associated to an i.i.d. sequence are such that and are independent, then the sequence has to derive from an exponential distribution (in the continuous case). The equivalence breaks up for discrete distributions, for which we give a proof that the only distributions such that Xk, n and Xk +1, n Xk, n are independent for some k ≧ 2 (where Xk, n is the kth order statistic of X 1, ···, Xn ) are degenerate.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1984 

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References

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