Selective lack-of-memory and its application
Discussiones Mathematicae. Probability and Statistics, Tome 29 (2009) no. 1, pp. 31-39.

Voir la notice de l'article provenant de la source Library of Science

We say that a random variable X taking nonnegative integers has selective lack-of-memory (SLM) property with selector s if P(X ≥ n + s/X ≥ n) = P(X ≥ s) for n = 0,1,.... This property is characterized in an elementary manner by probabilities pₙ = P(X=n). An application in car insurance is presented.
Keywords: discrete distribution, lack-of-memory, selective lack-of-memory, car insurance
@article{DMPS_2009_29_1_a1,
     author = {St\k{e}pniak, Czes{\l}aw},
     title = {Selective lack-of-memory and its application},
     journal = {Discussiones Mathematicae. Probability and Statistics},
     pages = {31--39},
     publisher = {mathdoc},
     volume = {29},
     number = {1},
     year = {2009},
     zbl = {1208.62019},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DMPS_2009_29_1_a1/}
}
TY  - JOUR
AU  - Stępniak, Czesław
TI  - Selective lack-of-memory and its application
JO  - Discussiones Mathematicae. Probability and Statistics
PY  - 2009
SP  - 31
EP  - 39
VL  - 29
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DMPS_2009_29_1_a1/
LA  - en
ID  - DMPS_2009_29_1_a1
ER  - 
%0 Journal Article
%A Stępniak, Czesław
%T Selective lack-of-memory and its application
%J Discussiones Mathematicae. Probability and Statistics
%D 2009
%P 31-39
%V 29
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DMPS_2009_29_1_a1/
%G en
%F DMPS_2009_29_1_a1
Stępniak, Czesław. Selective lack-of-memory and its application. Discussiones Mathematicae. Probability and Statistics, Tome 29 (2009) no. 1, pp. 31-39. http://geodesic.mathdoc.fr/item/DMPS_2009_29_1_a1/

[1] P. Brémaud, An Introduction to Probabilistic Modeling, 2nd Ed., Springer, New York 1994.

[2] S. Chukova and B. Dimitrov, On distributions having the almost-lack-of-memory property, J. Appl. Probab. 29 (1992), 691-698.

[3] S. Chukova, B. Dimitrov and D. Green, Probability distributions in periodic random environment and their applications, SIAM J. Appl. Math. 57 (1997), 501-517.

[4] S. Chukova, B. Dimitrov and Z. Khalil, A characterization of probability distributions similar to exponential, Canad. J. Statist. 21 (1993), 269-276.

[5] S. Chukova and Z. Khalil, On a new characterization of the exponential distribution related to a queueing system with unreliable server, J. Appl. Probab. 27 (1990), 221-226.

[6] B. Dimitrov, S. Chukova and Z. Khalil, Definitions, characterizations and structured properties of probability distributions similar to exponential, J. Statist. Plann. Inference 43 (1995), 271-287.

[7] W. Feller, An Introduction to Probability Theory and its Applications, Vol. 1, 3rd Ed., Wiley, New York 1968.

[8] J. Galambos and S. Kotz, Characterization of Probability Distributions, Springer, Berlin 1978.

[9] H. Kulkarni, Characterizations and modelling of multivariate lack of memory property, Metrika 64 (2006), 167-180.

[10] G.D. Lin, A note 'On distributions having the almost-lack-of-memory property', J. Appl. Probab. 31 (1993), 854-856.

[11] G. Marsaglia and A. Tubilla, A note on the lack of memory property of the exponential distributions, Ann. Probab. 26 (1975), 352-354.

[12] C.R. Rao, T. Sapatinas and D.N. Shanbhag, The integrated Cauchy functional equation: some comments on recent papers, Adv. Appl. Probab. 26 (1994), 825-829.

[13] D. Roy, On bivariate lack of memory property and a new definition, Ann. Inst. Statist. Math. 54 (2002), 404-410.

[14] R. Schimizu, On the lack of memory property of the exponential distribution, Ann. Inst. Statist. Math. 31 (1979), 309-313.

[15] D. Stirzacker, Elementary Probability, Cambridge Univ. Press, Cambridge 1995.

[16] E. Szala, Discrete distributions with partial lack-of-memory, Master's Thesis, University of Rzeszów 2005 (In Polish).