Linearity of regression for the past weak and ordinary records
Authors:
Jacek Weso
owski a;
Fernando L
pez-Bl
zquez b
owski a;
Fernando L
pez-Bl
zquez b
| Affiliations: | a Wydzia Matematyki i Nauk Informacyjnych, Politechnika Warszawska, Warszawa, Poland |
b Departamento de Estadistica e Investigaci n Operativa, Universidad de Sevilla, Sevilla, Spain |
DOI:
10.1080/02331880412331319288
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 12
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Abstract
In this paper we study the property of linearity of backward regression for non-adjacent records. In the case of weak records, a characterization of the geometric distribution is obtained. It also appears that a related characterization for ordinary records does not hold, showing the difference in conditional behaviour between weak and ordinary records.
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| Keywords: Records; Weak records; Linearity of regression; Geometric distribution; Backward martingales |
| view references (12) : view citations |

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