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The number of records within a random interval of the current record value
Authors:A. Stepanov
Affiliation:(1) Department of Mathematics, Kaliningrad State Technical University, Sovietsky Prospect 1, 236000 Kalinigrad, Russia
Abstract:
LetX 1,X 2, … be a sequence of i.i.d. random variables with some continuous distribution functionF. LetX(n) be then-th record value associated with this sequence and μ n , μ n + be the variables that count the number of record values belonging to the random intervals(f−(X(n)), X(n)), (X(n), f+(X(n))), wheref−, f+ are two continuous functions satisfyingf−(x)x. Properties of μ n , μ n + are studied in the present paper. Some statistical applications connected with these variables are also provided.
Keywords:Records  random intervals based on records  limit laws  estimator based on record values
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