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On a Characterization of the Exponential Distribution by Weak Homoscedasticity of Record Values
Author(s) -
Ahsanullah M.
Publication year - 1981
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710230712
Subject(s) - homoscedasticity , mathematics , combinatorics , exponential function , sequence (biology) , independent and identically distributed random variables , exponential distribution , random variable , distribution (mathematics) , statistics , mathematical analysis , chemistry , heteroscedasticity , biochemistry
A sequence {X n , n≤1} of independent and identically distributed random values with continuous cumulative distribution function F(x) is considered. X j is a record value of this sequence if X j ≤ max ( X 1 , X 2 , …, X j−1 ). We define L(n)=min.(j!j>L(n−1.), X j
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