The number of records within a random interval of the current record value |
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Authors: | A. Stepanov |
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Affiliation: | (1) Department of Mathematics, Kaliningrad State Technical University, Sovietsky Prospect 1, 236000 Kalinigrad, Russia |
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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. |
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Keywords: | Records random intervals based on records limit laws estimator based on record values |
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