In this work, we obtain new characterizations of certain probability distributions by relations with different ordered random variables. Such variables include order statistics, sequential maxima, and records. We consider relations that include not only upper, but also lower record values. The presented ordered objects are based on sequences of independent random variables with a common continuous distribution function. We also investigate equalities in the distribution of sequential maxima exposed by various random shifts. These shifts (one-sided or two-sided) have exponential distributions. Certain theorems and their corollaries present corresponding characterizations of distributions by relations of such a type. In addition, we consider exponentially shifted order statistics such that simple relations among them also characterize certain probability distributions. All of the presented results yield a set of characterizations of various distributions. For particular cases, we present the relations that characterize families of classical exponential and logistic distributions.
Original languageEnglish
Pages (from-to)197-203
Number of pages7
JournalVestnik St. Petersburg University: Mathematics
Volume49
Issue number3
StatePublished - Jul 2016

    Scopus subject areas

  • Statistics and Probability

    Research areas

  • order statistics, sequential maxima, record values, characterizations of probability distributions, exponential distribution, logistic distribution

ID: 9307612