CHARACTERIZATIONS OF DISTRIBUTIONS BASED ON THE CONDITIONAL EXPECTATIONS OF RECORD VALUES

2002 ◽  
Vol 20 (1-4) ◽  
Author(s):  
Mohammad Z. Raqab
Keyword(s):  
Record Values ◽  
Conditional Expectations

On characterizing discrete distributions via conditional expectations of weak record values

Metrika ◽  
2006 ◽  
Vol 66 (2) ◽  
pp. 129-138 ◽  
Author(s):  
Katarzyna Danielak ◽  
Anna Dembińska
Keyword(s):  
Record Values ◽  
Discrete Distributions ◽  
Conditional Expectations

scholarly journals Some Characterization and Relations Based on K-th Lower Record Values

2016 ◽  
Vol 7 (1) ◽  
pp. 36-44
Author(s):  
Ali A. Al-Shomrani
Keyword(s):  
Conditional Expectation ◽  
Recurrence Relations ◽  
Sufficient Conditions ◽  
Random Variable ◽  
Record Values ◽  
Distribution Functions ◽  
Conditional Expectations ◽  
Lower Record ◽  
Lower Record Values ◽  
Necessary And Sufficient

In this paper, we obtain certain expressions and recurrence relations for two general classes of distributions based on some conditional expectations of k-th lower record values. We consider the necessary and sufficient conditions such that these conditional expectations hold for some distribution functions. Furthermore, an expression of conditional expectation of other general class of distributions through truncated moments of some random variable is considered. Some distributions as examples of these general classes are shown in Tables1and2accordingly.

Some results on conditional expectations of lower record values

Statistics ◽  
2011 ◽  
Vol 45 (3) ◽  
pp. 237-255 ◽  
Author(s):  
Mahdi Tavangar ◽  
Majid Asadi
Keyword(s):  
Record Values ◽  
Conditional Expectations ◽  
Lower Record ◽  
Lower Record Values

scholarly journals Modeling the Conditional Dependence between Discrete and Continuous Random Variables with Applications in Insurance

Mathematics ◽  
2020 ◽  
Vol 9 (1) ◽  
pp. 45
Author(s):  
Emilio Gómez-Déniz ◽  
Enrique Calderín-Ojeda
Keyword(s):  
Structural Model ◽  
Medical Expenditure Panel Survey ◽  
Health Care Use ◽  
Medical Expenditure ◽  
Panel Survey ◽  
Conditional Distributions ◽  
Conditional Dependence ◽  
Outpatient Visits ◽  
Conditional Expectations ◽  
The U.S

We jointly model amount of expenditure for outpatient visits and number of outpatient visits by considering both dependence and simultaneity by proposing a bivariate structural model that describes both variables, specified in terms of their conditional distributions. For that reason, we assume that the conditional expectation of expenditure for outpatient visits with respect to the number of outpatient visits and also, the number of outpatient visits expectation with respect to the expenditure for outpatient visits is related by taking a linear relationship for these conditional expectations. Furthermore, one of the conditional distributions obtained in our study is used to derive Bayesian premiums which take into account both the number of claims and the size of the correspondent claims. Our proposal is illustrated with a numerical example based on data of health care use taken from Medical Expenditure Panel Survey (MEPS), conducted by the U.S. Agency of Health Research and Quality.

Sign in / Sign up

Export Citation Format

Share Document