Weak kth records from geometric distribution and some characterizations
Krzysztof Jasiński
Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 24, 6179-6187
Abstract:
Let (Wn(k), n≥0) be weak kth records from the geometric distribution. For k≥2, s≥1 we prove that the regression E(Wn+s(k)−Wn(k)|Wn(k)) is constant iff n = 0. We also obtain characterizations of the geometric distribution based on partial independence of W0(k) and Ws(k)−W0(k).
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:24:p:6179-6187
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DOI: 10.1080/03610926.2018.1529245
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