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Characterizations of exponential distributions by independent non-stationary record increments

Published online by Cambridge University Press:  14 July 2016

Dietmar Pfeifer
Dietmar Pfeifer*
Affiliation:
Technical University Aachen
*
∗Postal address: Institut für Statistik und Wirtschaftsmathematik, Rheinisch-Westfälische Technische Hochschule, Wüllnerstrasse 3, D-5100 Aachen, W. Germany.
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Abstract

A non-homogeneous version of the classical record process is presented which allows two different characterizations of exponential distributions by independent non-stationary record increments. A connection with the interarrival times of the corresponding record counting process (which is pure birth) is also pointed out.

Keywords

RECORD VALUESMARKOV ADDITIVE CHAINEXPONENTIAL DISTRIBUTIONINDEPENDENT NON-STATIONARY INCREMENTSCOUNTING PROCESSPURE BIRTH PROCESS
Type
Research Paper
Information
Journal of Applied Probability , Volume 19 , Issue 1 , March 1982 , pp. 127 - 135
Copyright
Copyright © Applied Probability Trust 1982 

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References

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