On the average number of records for sequences of not identically distributed random variables

被引：0

作者：

V. B. Nevzorov

机构：

[1] St. Petersburg State University,

来源：

Vestnik St. Petersburg University: Mathematics | 2012年 / 45卷 / 4期

关键词：

record times; record values; probability inequalities;

D O I：

10.3103/S106345411204005X

中图分类号：

学科分类号：

摘要：

The scheme of n series of independent random variables X11, X21, …, Xk1, X12, X22, …, Xk2, …, X1n, X2n, …, Xkn is considered. Each of these successive series X1m, X2m, …, Xkm, m = 1, 2, …, n consists of k variables with continuous distribution functions F1, F2, …, Fk, which are the same for all series. Let N(nk) be the number of upper records of the given nk random variables, and EN(nk) be the corresponding expected value. For EN(nk) exact upper and lower estimates are obtained. Examples are given of the sets of distribution functions for which these estimates are attained.

引用

页码：164 / 167

页数：3

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