Ordered Random Variables from Discontinuous Distributions

Abstract. In the absolutely continuous case, order statistics, record values and several other models of ordered random variables can be viewed as special cases of generalized order statistics, which enables a unified treatment of their theory. This paper deals with discontinuous generalized order statistics, continuing on the recent work of Iran (2006). Specifically, we show that in general neither records nor weak records are submodels of discrete generalized order statistics. Next, we show that progressively Type-II right censored order statistics from an arbitrary distribution can be embedded in the model of generalized order statistics. and then use this fact to establish some distributional properties of progressivelyType-II right censored order statistics. Finally, we present some characterizations of the geometric distribution based on progressively Type-II right censored order statistics.