Let X1,X2,… be independent and identically distributed random variables on the real line with a joint continuous distribution function F. The stochastic behavior of the sequence of subsequent records is well known. Alternatively to that, we investigate the stochastic behavior of arbitrary Xj,Xk,j

Some results on joint record events

Khorrami Chokami A.;
2018-01-01

Abstract

Let X1,X2,… be independent and identically distributed random variables on the real line with a joint continuous distribution function F. The stochastic behavior of the sequence of subsequent records is well known. Alternatively to that, we investigate the stochastic behavior of arbitrary Xj,Xk,j
2018
135
11
19
http://www.elsevier.com/locate/issn/01677152
Domain of attraction; Extreme value distribution; Kullback–Leibler distance; Order statistics; Records
Falk M.; Khorrami Chokami A.; Padoan S.A.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1731546
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