Current records and record range with some applications
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Date
2014
Authors
Journal Title
Journal ISSN
Volume Title
Type
Article
Publisher
Korean Statistical Society
Series Info
Journal of the Korean Statistical Society
43
43
Scientific Journal Rankings
Abstract
In a sequence of independent and identically distributed (iid) random variables, the upper (lower) current records and record range are studied. We derive general recurrence relations between the single and product moments for the upper and lower current records based on Weibull and positive Weibull distributions, as well as Pareto and negative Pareto distributions, respectively. Moreover, some asymptotic results for general current records are established. In addition, a recurrence relation and an explicit formula for the moments of record range based on the exponential distribution are given. Finally, numerical examples are presented to illustrate and corroborate theoretical results. � 2013 The Korean Statistical Society.
Description
Scopus
Keywords
October University for Modern Sciences and Arts, جامعة أكتوبر للعلوم الحديثة والآداب, University of Modern Sciences and Arts, MSA University, Current records, Negative pareto distribution, Pareto distribution, Positive weibull distribution, Record range, Recurrence relations, Stopping time, Weak convergence, Weibull distribution