Some properties of record values coming from the geometric distribution |
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Authors: | A C Dallas |
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Institution: | (1) Section of Statistics, Department of Mathematics, Athens University, Panepistemiopolis, 157 81 Athens, Greece |
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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. |
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Keywords: | Geometric distribution record values independence conditional expectation conditional variance power series |
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