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Characterizations of Probability Distributions
Hung 1 Email author R. Chen 2 N.
Balakrishnan 3 1. National Chengchi Univ. Taipei Taiwan 2. McMaster Univ. Hamilton Canada. Barlow, F. David, H.
Nagaraja: Order Statistics , 3rd edn. Arnold, N. Balakrishnan, H. Kagan, Yu. Linnik, C. Ramachandran, K.
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Proschan: Characterization of nonparametric classes of life distributions, Ann. Arnold, J. Huang: Characterizations. Notes Math.
Balakrishnan, A. Basu Gordon Breach, Amsterdam pp. Xu: Characterizations of the exponential distribution via the blocking time in a queueing system with an unreliable server, J. Gather, U. Kamps, N. This is illustrated using a real data set from the medical literature. The performance of the estimator is studied in terms of relative efficiency.
The greatest gains in efficiency are obtained when the correlation between the Bernoulli and concomitant variable is large in absolute value.
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