• Journal of applied mathematics & informatics
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• 제31권3_4호
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• pp.327-336
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• 2013

Generalized Pareto distributions play an important role in re-liability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto distribution, and Power distribution. In this paper we establish some recurrences relations satisfied by the quotient moments of the upper record values from the generalized Pareto distribution. Further a char-acterization of this distribution based on recurrence relations of quotient moments of record values is presented.

• Journal of applied mathematics & informatics
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• 제32권1_2호
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• pp.7-16
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• 2014

Erlang-truncated exponential distribution is widely used in the field of queuing system and stochastic processes. This family of distribution include exponential distribution. In this paper we establish some exact expression and recurrence relations satisfied by the quotient moments and conditional quotient moments of the upper record values from the Erlang-truncated exponential distribution. Further a characterization of this distribution based on recurrence relations of quotient moments of record values is presented.

• Journal of applied mathematics & informatics
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• 제38권1_2호
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• pp.91-97
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• 2020

Presented in this paper is a characterization of Weibull distribution by an independence property of upper record values that X_k has a Weibull distribution if and only if ${\frac{X_U(m)}{X_U(n)}}$ and X_U(s) are independent for 1 ≤ m < n < s.

• Journal of applied mathematics & informatics
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• 제37권5_6호
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• pp.351-355
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• 2019

We obtain two characterizations of uniform distribution based on ratios of upper record values by the properties of independence and identical distribution.

• 대한수학회논문집
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• 제27권4호
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• pp.835-842
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• 2012

Many researchers have studied the characterizations of probability distributions based on record values. It appears from literature that not much attention has been paid to the characterizations of the Pareto distribution. In this note, some new results on the characterizations of the Pareto distribution by upper record values have been established.

• 충청수학회지
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• 제21권1호
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• pp.99-106
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• 2008

In this paper, we establish some recurrence relations which is satisfied by the quotient moments of the lower record values from the standard generalized extreme value (GEV) distribution.

• Journal of applied mathematics & informatics
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• 제36권5_6호
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• pp.429-433
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• 2018

In this paper, we obtain characterizations of the inverse Weibull distribution based on ratios of lower record values by the property of independence. Main Facts.

• 충청수학회지
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• 제30권3호
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• pp.337-340
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• 2017

In this article, we present characterizations of the power distribution via the identical hazard rate of lower record values that $X_n$ has the power distribution if and only if for some fixed n, $n{\geq}1$, the hazard rate $h_W$ of $W=X_{L(n+1)}/X_{L(n)}$ is the same as the hazard rate h of $X_n$ or the hazard rate $h_V$ of $V=X_{L(n+2)}/X_{L(n+1)}$.

• Journal of applied mathematics & informatics
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• 제13권1_2호
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• pp.441-446
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• 2003

Let { $X_{n}$ , n $\geq$ 1} be a sequence of independent and identically distributed random variables with a common continuous distribution function F(x) and probability density function f(x). Let $Y_{n}$ = max{ $X_1$, $X_2$, …, $X_{n}$ } for n $\geq$ 1. We say $X_{j}$ is an upper record value of { $X_{n}$ , n$\geq$1} if $Y_{j}$ > $Y_{j-1}$, j > 1. The indices at which the upper record values occur are given by the record times {u(n)}, n$\geq$1, where u(n) = min{j｜j>u(n-1), $X_{j}$ > $X_{u}$ (n-1), n$\geq$2} and u(1) = 1. We call the random variable X $\in$ Beta (1, c) if the corresponding probability cumulative function F(x) of x is of the form F(x) = 1-(1-x)$^{c}$ , c>0, 0$\leq$x$\leq$1. In this paper, we will give a characterization of the beta distribution of the first kind by considering conditional expectations of record values.s.

• Journal of applied mathematics & informatics
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• 제28권1_2호
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• pp.523-529
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• 2010

In this paper, we obtain some recurrence relations for the quotient moments of the lower record values from the generalized extereme value(GEV) distribution. We also deduce some recurrence relations for the negative moments from the GEV distribution.