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
Domain of attraction
Extreme value distribution
Kullback–Leibler distance
Order statistics
Records
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11584/416844
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