ON CHARACTERIZATIONS OF PARETO AND WEIBULL DISTRIBUTIONS BY CONSIDERING CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

Abstract

Let {Xn, n ≥ 1} be a sequence of i.i.d. random variables with absolutely continuous cumulative distribution function(cdf) F (x) and the corresponding probability density function(pdf) f (x). In this paper, we give characterizations of Pareto and Weibull distribution by considering conditional expectations of record values.

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