Current records and record range with some applications
| Autor: | E. M. Nigm, Haroon M. Barakat, R.A. Aldallal |
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| Rok vydání: | 2014 |
| Předmět: |
Statistics and Probability
Independent and identically distributed random variables Pareto interpolation symbols.namesake Heavy-tailed distribution Statistics symbols Range (statistics) Applied mathematics Lomax distribution Pareto distribution Exponentiated Weibull distribution Weibull distribution Mathematics |
| Zdroj: | Journal of the Korean Statistical Society. 43:263-273 |
| ISSN: | 1226-3192 |
| DOI: | 10.1016/j.jkss.2013.09.004 |
| Popis: | In a sequence of independent and identically distributed (iid) random variables, the upper (lower) current records and record range are studied. We derive general recurrence relations between the single and product moments for the upper and lower current records based on Weibull and positive Weibull distributions, as well as Pareto and negative Pareto distributions, respectively. Moreover, some asymptotic results for general current records are established. In addition, a recurrence relation and an explicit formula for the moments of record range based on the exponential distribution are given. Finally, numerical examples are presented to illustrate and corroborate theoretical results. |
| Databáze: | OpenAIRE |
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