Issue: Vol 42 No 2 (2008)

Volume 42 Number 2, 2008

Some characterizations of exponential distribution by record values

Suppose \{X_i; i\geq 1\} be a sequence of independent and identically distributed
absolutely continuous random variables and X_{U(1)} = X_1; X_{U(2)},\ldots be the upper
records from the sequence. In this paper we will consider several distributional
properties of the upper records from the exponential distribution. Based on these
distributional properties some characterizations of the exponential distribution
are presented.

Fulltext