Distribution of record statistics in a geometrically increasing population |
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Authors: | ChA Charalambides |
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Institution: | Department of Mathematics, University of Athens, Panepistemiopolis, GR-15784 Athens, Greece |
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Abstract: | The probability function and binomial moments of the number Nn of (upper) records up to time (index) n in a geometrically increasing population are obtained in terms of the signless q-Stirling numbers of the first kind, with q being the inverse of the proportion λ of the geometric progression. Further, a strong law of large numbers and a central limit theorem for the sequence of random variables Nn, n=1,2,…, are deduced. As a corollary the probability function of the time Tk of the kth record is also expressed in terms of the signless q -Stirling numbers of the first kind. The mean of Tk is obtained as a q -series with terms of alternating sign. Finally, the probability function of the inter-record time Wk=Tk-Tk-1 is obtained as a sum of a finite number of terms of q -numbers. The mean of Wk is expressed by a q-series. As k increases to infinity the distribution of Wk converges to a geometric distribution with failure probability q. Additional properties of the q-Stirling numbers of the first kind, which facilitate the present study, are derived. |
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Keywords: | Primary 60C05 secondary 05A30 |
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