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On a characterization of exponential, Pearson and Pareto distributions via covariance and pseudo-covariance

Pawlas Piotr, Szynal Dominik

Demonstratio Mathematica

2020

Vol. 53, nr 1

285--291

Properties of linear regression of order statistics and their functions are usually utilized for the characterization of distributions. In this paper, based on such statistics, the concept of Pearson covariance and the pseudo-covariance measure of dependence is used to characterize the exponential, Pearson and Pareto distributions.

On a characterization of a power distribution

Pawlas P., Szynal D.

Demonstratio Mathematica

2015

Vol. 48, nr 1

100--106

A measure of dependence called pseudo-covariance and related to covariance was proposed by Pawlas and Szynal [4]. It was used, among other things, in a characterization of a power distribution. Here we generalized that result.