Distribution theory of δ-record values. Case δ≤0
We present the basic distribution theory of δ -record values, R n , δ , δ ≤0, from a sequence of independent and identically distributed random variables from an absolutely continuous parent. We obtain recurrent formulas for the density function of R n , δ and a representation for this random variab...
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Veröffentlicht in: | Test (Madrid, Spain) Spain), 2013-11, Vol.22 (4), p.715-738 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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Zusammenfassung: | We present the basic distribution theory of
δ
-record values,
R
n
,
δ
,
δ
≤0, from a sequence of independent and identically distributed random variables from an absolutely continuous parent. We obtain recurrent formulas for the density function of
R
n
,
δ
and a representation for this random variable that in some sense is similar to Tata’s representation for ordinary records. We also give the probability function of inter-
δ
-record times and some of its properties. We give examples of our results and also some elements of inference based on
δ
-records. |
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ISSN: | 1133-0686 1863-8260 |
DOI: | 10.1007/s11749-013-0340-8 |