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
Hauptverfasser: López-Blázquez, F., Salamanca-Miño, B.
Format: Artikel
Sprache:eng
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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.
ISSN:1133-0686
1863-8260
DOI:10.1007/s11749-013-0340-8