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A Note on Srivastava’s Characterization of the Exponential Distribution Based on Record Values

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Part of the book series: NATO Advanced Study Institutes Series ((ASIC,volume 79))

Summary

Let R1,R2,… be the sequence of record values corres-ponding to a random sample drawn from distribution F. When F is absolutely continuous, R. C. Srivastava has shown that independence of Rj+n − Rj and Rj with j and n fixed positive integers is a characteristic property of the exponential distribution. Srivastava further conjectures that the characterization remains valid assuming only continuity of F. This note proves the conjecture to be true.

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Reference

  • Srivastava, R. C. (1981). Some characterizations of the exponential distribution based on record values. In Statistical Distributions in Scientific Work, C. Taillie, G. P. Patil and B. Baldessari, eds. Reidel, Dordrecht-Holland. Vol. 4, 411–416.

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© 1981 D. Reidel Publishing Company

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Taillie, C. (1981). A Note on Srivastava’s Characterization of the Exponential Distribution Based on Record Values. In: Taillie, C., Patil, G.P., Baldessari, B.A. (eds) Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 79. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-8549-0_39

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  • DOI: https://doi.org/10.1007/978-94-009-8549-0_39

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-009-8551-3

  • Online ISBN: 978-94-009-8549-0

  • eBook Packages: Springer Book Archive

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