Current records and record range with some applications

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Date

2014

Journal Title

Journal ISSN

Volume Title

Type

Article

Publisher

Korean Statistical Society

Series Info

Journal of the Korean Statistical Society
43

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

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