JOINT BEHAVIOUR OF PRECEDENCES AND EXCEEDANCES IN RANDOM THRESHOLD MODELS |
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Authors: | Ismihan Bairamov Serkan Eryilmaz |
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Institution: | Department of Mathematics, Izmir University of Economics, 35330 Izmir, Turkey. e‐mail: |
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Abstract: | This paper concerns the joint behaviour of precedence and exceedance statistics in random threshold models. Joint distributions of precedence and exceedance statistics, both exact and asymptotic, are obtained, and the results are illustrated for random thresholds based on order statistics and record values. |
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Keywords: | exceedance statistics order statistics precedence statistics random threshold record values |
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