CHARACTERIZATION OF STANDARD EXTREME VALUE DISTRIBUTIONS USING RECORDS

• 발행기관: 충청수학회
• 저자명: Valeria Skrivankova Matej Juhas
• 간행물 정보: 『Journal of the Chungcheong Mathematical Society』Volume 24, No. 3, 401~407쪽, 전체 7쪽
• 주제분류: 자연과학 > 자연과학일반
• 파일형태: PDF
• 발행일자: 2011.08.30

영문 초록

The paper deals with characterization of standard Gum- bel distribution and standard Frechet distribution and was moti-vated 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 fXn; n ¸ 1g.

목차

1. Introduction

2. Characterization of Gumbel distribution

3. Characterization of Frechet distribution