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A CHARACTERIZATION OF CONTINUOUS DISTRIBUTIONS VIA REGRESSION ON PAIRS OF RECORD VALUES
Author(s) -
Bairamov I.,
Ahsanullah M.,
Pakes Anthony G.
Publication year - 2005
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2005.00415.x
Subject(s) - mathematics , monotone polygon , covariate , statistics , characterization (materials science) , regression , value (mathematics) , linear regression , exponential family , exponential function , function (biology) , regression analysis , mathematical analysis , geometry , materials science , evolutionary biology , biology , nanotechnology
Summary The exponential type is characterized in terms of the regression of a (possibly non‐linear) function of a record value with its adjacent record values as covariates. Monotone transformations extend this result to more general settings, and these are illustrated with some specific examples.