[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.14403/jcms.2011.24.3.1

CHARACTERIZATION OF STANDARD EXTREME VALUE DISTRIBUTIONS USING RECORDS

Skrivankova, Valeria (Institute of Mathematics P. J. Safarik University of Kosice)
Juhas, Matej (Institute of Mathematics P. J. Safarik University of Kosice)

Publication Information

Journal of the Chungcheong Mathematical Society / v.24, no.3, 2011 , pp. 401-407 More about this Journal

Abstract

The paper deals with characterization of standard Gumbel distribution and standard $Fr{\acute{e}}chet$ distribution and was motivated by [4], where the Weibull distribution is characterized. We present criterions using the independence of some suitable functions of lower records in a sequence of independent identically distributed random variables $\{X_n,\;n{\geq}1\}$ .

Keywords

record value; characterization; independence; Gumbel distribution; $Fr{\acute{e}}chet$ distribution;

Citations & Related Records

Reference

1	J. ACZEL, Lectures on Functional Equations and Their Applications, Academic Press, NY, 1966.
2	M. AHSANULLAH, Record values - theory and application, University Press of America, Inc., Lanham, Maryland, USA, 2005, ISBN 0-7618-2794-3.
3	S. K. CHANG, Characterizations of the Pareto distribution by the independence of record values, J. Chungcheong Math. Soc. 20 (2007), no. 1 , 51-57.
4	M. Y. LEE and E. H. LIM, On characterizations of the Weibull distribution by the independent property of record value, J. Chungcheong Math. Soc. 23 (2010), no. 2 , 245-250.
5	V. SKRIVANKOVA and M. JUHAS, Records in Non-life Insurance, IM Preprint, series A, No. 9/2010, June 2010.