Characterization of general classes of distributions based on independent property of transformed record values

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摘要

In this paper, general classes of probability distributions are characterized using the independence of suitable transformations of records in a sequence of independent, identically distributed random variables. Examples of special cases of general classes as Gumbel, Fréchet, Weibull, exponential and lognormal distributions are discussed. Further we use the theoretical results for application to simulated data.

论文关键词:Record values,Exponential distribution,Fréchet distribution,Gumbel distribution,Log-normal distribution,Weibull distribution,Simulation,Hoeffding test

论文评审过程:Available online 10 November 2013.

论文官网地址:https://doi.org/10.1016/j.amc.2013.10.037