Lex XU(1)<XU(2)<…<XU(n)<…be the sequence of the upper record values from a population with common distribution function F. In this paper, we first give a theorem to characterize the generalized mixtures of geometric distribution by the relation between E[XU(n+1)|Xu(n)=x]and the function of the failure rate of the distribution, for any positive integer n. Secondly, we also use the same relation to characterize the generalized mixtures of exponential distribution. The characterizing relations were motivated by the work of Srivastava(1979), Ahsanullah and Holland(1984)and Nagaraja(1977).
Relation:
Journal of the Japan Statistical Society 29(1), p.99-104
