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Stochastic orderings related to ranking in an nth order record process
Authors:M Zijlstra  JPM de Kroon
Institution:N.V. Philips'' Gloeilampenfabrieken, ISA — Centre for Quantitative Methods, Eindhoven, The Netherlands
Abstract:Let X1, X2, …, Xm be successive observations on m objects, numbered 1,2, …, m. If X1 belongs to the n largest observations among X1,X2,…,Xi, object i is called a record, i = 1,2,…,m; n?1.In investigating the influence of the ranking of the objects on the expected number of records, a hierarchy of stochastic order relations between random variables arises.It is these order relations and their relationship with known stochastic orderings that are studied in this paper.
Keywords:Primary 60-00  60E05  60G99  Secondary 60H99  Stochastic Orderings  Record Process  Ranking  Information Retrieval
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