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Marquette University

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Conditional expectation

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Full-Text Articles in Mathematics

A Short Note On The Paper: "New Characterizations Of The Pareto Distribution", Gholamhossein G. Hamedani, M. Rasekhi Jan 2017

A Short Note On The Paper: "New Characterizations Of The Pareto Distribution", Gholamhossein G. Hamedani, M. Rasekhi

Mathematics, Statistics and Computer Science Faculty Research and Publications

Nofal and El Gebaly (2017), presented certain characterizations of the Pareto distribution based on the conditional expectations of power of the order statistics. In this short note we show that the same results can easily be obtained in terms of the power of the random variable.


Characterizations Of Pareto, Weibull And Power Function Distributions Based On Generalized Order Statistics, M. Ahsanullah, Gholamhossein Hamedani Aug 2016

Characterizations Of Pareto, Weibull And Power Function Distributions Based On Generalized Order Statistics, M. Ahsanullah, Gholamhossein Hamedani

Mathematics, Statistics and Computer Science Faculty Research and Publications

Characterizations of probability distributions by different regression conditions on generalized order statistics has attracted the attention of many researchers. We present here, characterization of Pareto and Weibull distributions based on the conditional expectation of generalized order statistics extending the characterization results reported by Jin and Lee (2014). We also present a characterization of the power function distribution based on the conditional expectation of lower generalized order statistics.


Remarks On A Paper Of Lee And Lim, Gholamhossein Hamedani, Michael Slattery Jan 2014

Remarks On A Paper Of Lee And Lim, Gholamhossein Hamedani, Michael Slattery

Mathematics, Statistics and Computer Science Faculty Research and Publications

Lee and Lim (2009) state three characterizations of Loamax, exponential and power function distributions, the proofs of which, are based on the solutions of certain second order non-linear differential equations. For these characterizations, they make the following statement : "Therefore there exists a unique solution of the differential equation that satisfies the given initial conditions". Although the general solution of their first differential equation is easily obtainable, they do not obtain the general solutions of the other two differential equations to ensure their claim via initial conditions. In this very short report, we present the general solutions of these equations …