Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4628379 | Applied Mathematics and Computation | 2014 | 7 Pages |
Abstract
In this paper, general classes of probability distributions are characterized using the independence of suitable transformations of records in a sequence of independent, identically distributed random variables. Examples of special cases of general classes as Gumbel, Fréchet, Weibull, exponential and lognormal distributions are discussed. Further we use the theoretical results for application to simulated data.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Matej Juhás, Valéria Skřivánková,