Characterization of hazard function factorization by Fisher information in minima and upper record values

2005 ◽  
Vol 72 (1) ◽  
pp. 51-57 ◽  
Author(s):  
Glenn Hofmann ◽  
N. Balakrishnan ◽  
Jafar Ahmadi
Keyword(s):  
Fisher Information ◽  
Hazard Function ◽  
Record Values ◽  
Upper Record Values ◽  
Upper Record

scholarly journals Upper Record Values from Extended Exponential Distribution

2019 ◽  
Vol 17 (2) ◽  
Author(s):  
Devendra Kumar ◽  
Sanku Dey
Keyword(s):  
Exponential Distribution ◽  
Recurrence Relations ◽  
Shape Parameter ◽  
Record Values ◽  
Exponential Distributions ◽  
Product Moments ◽  
Conditional Moments ◽  
Upper Record Values ◽  
Upper Record

Some recurrence relations are established for the single and product moments of upper record values for the extended exponential distribution by Nadarajah and Haghighi (2011) as an alternative to the gamma, Weibull, and the exponentiated exponential distributions. Recurrence relations for negative moments and quotient moments of upper record values are also obtained. Using relations of single moments and product moments, means, variances, and covariances of upper record values from samples of sizes up to 10 are tabulated for various values of the shape parameter and scale parameter. A characterization of this distribution based on conditional moments of record values is presented.

Record values and extreme value distributions

1982 ◽  
Vol 19 (01) ◽  
pp. 233-239 ◽  
Author(s):  
H. N. Nagaraja
Keyword(s):  
Random Variable ◽  
Record Values ◽  
Canonical Representation ◽  
Extreme Value ◽  
Extreme Value Distributions ◽  
Upper Record Values ◽  
Lower Record ◽  
Record Value ◽  
Upper Record

The limit distribution of thekth maximum from a random sample of sizenwhenn →∞ is identified as the distribution of thekth lower record value from one of three extreme value distributions. This fact is used in giving a different canonical representation and new proofs of the results of Hall (1978) for this limiting random variable. A characterization of the exponential distribution based on upper record values is given.

Record values and extreme value distributions

1982 ◽  
Vol 19 (1) ◽  
pp. 233-239 ◽  
Author(s):  
H. N. Nagaraja
Keyword(s):  
Random Variable ◽  
Record Values ◽  
Canonical Representation ◽  
Extreme Value ◽  
Extreme Value Distributions ◽  
Upper Record Values ◽  
Lower Record ◽  
Record Value ◽  
Upper Record

The limit distribution of the k th maximum from a random sample of size n when n → ∞ is identified as the distribution of the k th lower record value from one of three extreme value distributions. This fact is used in giving a different canonical representation and new proofs of the results of Hall (1978) for this limiting random variable. A characterization of the exponential distribution based on upper record values is given.

Characterization of a New Family of Distribution Through Upper Record Values

2021 ◽  
Vol 52 ◽  
Author(s):  
Md. Izhar Khan
Keyword(s):  
Conditional Expectation ◽  
Record Values ◽  
New Class ◽  
New Family ◽  
Upper Record Values ◽  
Record Value ◽  
Upper Record

In this paper, a new class of distribution has been characterized through the condi- tional expectations, conditioned on a non-adjacent upper record value. Also an equivalence between the unconditional and conditional expectation is used to characterize the new class of distribution.

scholarly journals Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix

2020 ◽  
Vol 8 (1) ◽  
pp. 22-35
Author(s):  
M. Shakil ◽  
M. Ahsanullah
Keyword(s):  
Order Statistics ◽  
Condition Number ◽  
Record Values ◽  
Distributional Properties ◽  
Upper Record Values ◽  
Upper Record

AbstractThe objective of this paper is to characterize the distribution of the condition number of a complex Gaussian matrix. Several new distributional properties of the distribution of the condition number of a complex Gaussian matrix are given. Based on such distributional properties, some characterizations of the distribution are given by truncated moment, order statistics and upper record values.

scholarly journals Nonparametric Prediction Intervals of generalized order statistics from two independent sequences

2016 ◽  
Vol 4 (1) ◽  
pp. 36 ◽  
Author(s):  
Mostafa Mohie El-Din ◽  
Walid Emam
Keyword(s):  
Order Statistics ◽  
Record Values ◽  
Prediction Intervals ◽  
Generalized Order Statistics ◽  
Special Cases ◽  
Upper Record Values ◽  
Upper Record ◽  
Nonparametric Prediction ◽  
Nonparametric Prediction Intervals ◽  
Generalized Order

<p>This paper, discusses the problem of predicting future a generalized order statistic of an iid sequence sample was drawn from an arbitrary unknown distribution, based on observed also generalized order statistics from the same population. The coverage probabilities of these prediction intervals are exact and free of the parent distribution F(). Prediction formulas of ordinary order statistics and upper record values are extracted as special cases from the productive results. Finally, numerical computations on several models of ordered random variables are given to illustrate the proposed procedures.</p>

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