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Distribution of record statistics in a geometrically increasing population
Authors:ChA Charalambides
Institution:Department of Mathematics, University of Athens, Panepistemiopolis, GR-15784 Athens, Greece
Abstract:The probability function and binomial moments of the number NnNn 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 λλ of the geometric progression. Further, a strong law of large numbers and a central limit theorem for the sequence of random variables NnNn, n=1,2,…,n=1,2,, are deduced. As a corollary the probability function of the time TkTk of the kth record is also expressed in terms of the signless q  -Stirling numbers of the first kind. The mean of TkTk is obtained as a q  -series with terms of alternating sign. Finally, the probability function of the inter-record time Wk=Tk-Tk-1Wk=Tk-Tk-1 is obtained as a sum of a finite number of terms of q  -numbers. The mean of WkWk is expressed by a q-series. As k   increases to infinity the distribution of WkWk 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.
Keywords:Primary  60C05  secondary  05A30
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