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CHARACTERIZATIONS OF THE WEIBULL DISTRIBUTION BY THE INDEPENDENCE OF THE UPPER RECORD VALUES

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081
2008, v.15 no.2, pp.163-167
Chang, Se-Kyung
Lee, Min-Young

Abstract

This paper presents characterizations of the Weibull distribution by the independence of record values. We prove that <TEX>$X\;{\in}\;W\;EI ({\alpha})$</TEX>, if and only if <TEX>$\frac {X_{U(n+l)}} {X_{U(n+1)}\;+\;X_{U(n)}}$</TEX> and <TEX>$X_{U(n+1)}$</TEX> for <TEX>$n{\geq}1$</TEX> are independent or <TEX>$\frac {X_{U(n)}} {X_{U(n+1)}\;+\;X_{U(n)}}$</TEX> and <TEX>$X_{U(n+1)}$</TEX> for <TEX>$n{\geq}1$</TEX> are independent. And also we establish that <TEX>$X\;{\in}\;W\;EI({\alpha})$</TEX>, if and only if <TEX>$\frac {X_{U(n+1)}\;-\;X_{U(n)}} {X_{U(n+1)}\;+\;X_{U(n)}}$</TEX> and <TEX>$X_{U(n+1)}$</TEX> for <TEX>$n{\geq}1$</TEX> are independent.

keywords
record values, characterization, independence, Weibull distribution

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics