Arecord over a sequence of iid absolutely continuous random variables is defined as a random variable surpassing all preceding ones. The extension to the multivariate case is not obvious. In this project, we focus on the so-called complete records. We examine the probability of appearance of two complete records at two different times, whenever the within sequences of random vectors where the dependence among components follows the Farlie-Gumbel-Morgenstern copula.
Joint complete records occurrence over Farlie-Gumbel-Morgenstern sequences
Amir Khorrami Chokami
Primo
;
2024-01-01
Abstract
Arecord over a sequence of iid absolutely continuous random variables is defined as a random variable surpassing all preceding ones. The extension to the multivariate case is not obvious. In this project, we focus on the so-called complete records. We examine the probability of appearance of two complete records at two different times, whenever the within sequences of random vectors where the dependence among components follows the Farlie-Gumbel-Morgenstern copula.
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