ﻣﺸﺨﺼﻪ ﺳﺎزي ﺗﻮزﯾﻊ ﭘﺎرﺗﻮ ﺑﺮاﺳﺎس ﻣﺸﺎﻫﺪات ﻧﺰدﯾﮏ رﮐﻮرد

A Characterization of the Pareto Distribution Based on Near-Record Observations

ﺗﻮزﯾﻊ ﭘﺎرﺗﻮ داراي ﮐﺎرﺑﺮدﻫﺎي ﻓﺮاواﻧﯽ در ﻋﻠﻮم اﻗﺘﺼﺎدي و ﺑﯿﻤﻪ اي اﺳﺖ. ﺗﺎﮐﻨﻮن ﺧﻮاص زﯾﺎدي از اﯾﻦ ﺗﻮزﯾﻊ ﺑﺮاﺳﺎس داده ﻫﺎي ﺗﺮﺗﯿﺒﯽ ﻧﻈﯿﺮ آﻣﺎره ﻫﺎي ﻣﺮﺗﺐ و رﮐﻮردﻫﺎ ﻣﻮرد ﺑﺤﺚ و ﺑﺮرﺳﯽ ﻗﺮار ﮔﺮﻓﺘﻪ اﺳﺖ. در اﯾﻦ ﻣﻘﺎﻟﻪ ﺿﻤﻦ ﺗﻌﺮﯾﻒ ﺟﺪﯾﺪي از ﻣﻔﻬﻮم ﻣﺸﺎﻫﺪات ﻧﺰدﯾﮏ رﮐﻮرد، ﺑﺮﺧﯽ از ﻧﺘﺎﯾﺞ ﻣﺸﺨﺼﻪ ﺳﺎزي ﺗﻮزﯾﻊ ﭘﺎرﺗﻮ ﺑﺮاﺳﺎس ﺗﻌﺪاد اﯾﻦ ﻣﺸﺎﻫﺪات ﺑﻪ دﺳﺖ آﻣﺪه اﺳﺖ.

The Pareto distribution has many applications in economics and actuarial sciences. So far, a lot of properties of this distribution based on order data such as order statistics and records are studied. In this paper, a new version of notion of near-record observations is defined. Then, some results of characterization of Pareto distribution based on this new definition are obtained.