On characterizations of the generalized Pareto distributions based on progressively censored order statistics

Abstract

It is well-known, in the literature, that most of the characterization results on exponential distribution are based on the solution of Cauchy functional equation and integrated Cauchy functional equation. In the present paper, we consider the functional F(x) = F(xy) + F(xQ(y)), x, xQ(y) ε[0, θ), y ε [0,1], where F and Q satisfy certain conditions, to give some new characterization results on the generalized Pareto distributions based on progressively Type-II right censored order statistics. We prove the main results without restricting to distributions that are absolutely continuous with respect to Lebesgue measure. © 2012 Springer-Verlag.