CHARACTERIZATION OF THE FINITE MIXTURE OF EXPONENTIAL DISTRIBUTIONS BY CONDITIONAL MOMENTS OF NONADJACENT RECORD VALUES

Abstract

In the present paper, the finite mixture of exponential distributions(Everitt and Hand(1981)and Johnson et al.(1994))is characterized by using the recurrence relations of conditional moments of nonadjacent upper record values. Furthermore, we also mention a similar theorem to characterize the finite mixture of exponential distributions by using the recurrence relations of conditional moments of nonadjacent lower record values.