Random and Poisson paced record models in the F α setup

Autor:	Glenn Hofmann, H. N. Nagaraja
Rok vydání:	2000
Předmět:	Statistics and Probability General Mathematics Statistics Probability and Uncertainty
Zdroj:	Journal of Applied Probability. 37:374-388
ISSN:	1475-6072 0021-9002
DOI:	10.1017/s0021900200015588
Popis:	We study a random record model where the observation X i has continuous distribution function F α i (α i > 0) and the number of available observations is random and independent of the observations. We obtain the joint distribution of the record values and inter-record times for our model. We investigate the distribution of the number of records when the number of observations has one of the common distributions and the α's increase geometrically or linearly. A particularly interesting case arises when the observations arrive at time points paced by a Poisson point process. For this model we obtain distributional results for the inter-arrival times of records for a large class of combinations of α structures and intensity functions.
Databáze:	OpenAIRE
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