Characterizations using record moments in a random record model and applications

被引：7

作者：

Nagaraja, HN ^{[1
]}

Barlevy, G ^{[1
]}

机构：

[1] Ohio State Univ, Dept Stat, Columbus, OH 43210 USA

来源：

JOURNAL OF APPLIED PROBABILITY | 2003年 / 40卷 / 03期

关键词：

moment sequence; record spacing; order statistics; geometric distribution; job search model;

D O I：

10.1239/jap/1059060910

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a random record model from a continuous parent X with cumulative distribution function F, where the number of available observations is geometrically distributed. We show that, if E(\X\) is finite, then so is E(\R-n\) whenever R-n, the nth upper record value, exists. We prove that appropriately chosen subsequences of E(R-n) characterize F and subsequences of E(R-n - Rn-1) identify F up to a location shift. We discuss some applications to the identification of wage-offer distributions in job search models.

引用

页码：826 / 833

页数：8