Random intervals based on records

被引:7
|
作者
Stepanov, A [1 ]
机构
[1] Kaliningrad State Tech Univ, Dept Math, Kaliningrad 236000, Russia
关键词
order statistics; records; random intervals; conditional distribution;
D O I
10.1016/S0378-3758(02)00395-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper studies properties of random intervals based on record values X(n) taken from samples of independent identically distributed random variables. The number of observations from such samples belonging to the interval (-infinity,X(n)) is what interested us most. Along with the direct way of studying such variables, we make use of the method of conditional distributions. (C) 2002 Elsevier B.V. All rights reserved.
引用
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页码:103 / 113
页数:11
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