On the Maximal Value of the Expectation of Record Numbers

被引：4
|
作者：
Nevzorov, V. B. [1 ]
Tovmasyan, S. A. [1 ]
机构：
[1] St Petersburg State Univ, St Petersburg 199034, Russia
来源：
VESTNIK ST PETERSBURG UNIVERSITY-MATHEMATICS | 2014年 / 47卷 / 02期
关键词：
record times; record values; record indicators;
D O I：
10.3103/S1063454114020046
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
There are n independent identically distributed random variables with a continuous distribution function. The problem considered is, getting sequentially the values of these variables and selecting one of them as an initial point, how we can maximize the expected number of records among the rest of this sequence of random variables (without knowledge of the future values).
引用
收藏
页码：64 / 67
页数：4
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