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Some properties of record values coming from the geometric distribution
Authors:A C Dallas
Institution:(1) Section of Statistics, Department of Mathematics, Athens University, Panepistemiopolis, 157 81 Athens, Greece
Abstract:The independence between spacings of record values and of individual record values is well known when the records come from a geometric distribution. Here we examine the form a function of two record values must have if we require independence from a lower record value. Also similar questions are examined in relation to conditional expectation and conditional variance.
Keywords:Geometric distribution  record values  independence  conditional expectation  conditional variance  power series
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