Asymptotic behavior of the joint record values, with applications

被引：10

作者：

Barakat, H. M. ^{[1
]}

Abd Elgawad, M. A. ^{[2
,3
]}

机构：

[1] Zagazig Univ, Fac Sci, Dept Math, Zagazig 44519, Egypt

[2] Cent China Normal Univ, Sch Math & Stat, Wuhan 430079, Peoples R China

[3] Benha Univ, Fac Sci, Dept Math, Banha 13518, Egypt

来源：

STATISTICS & PROBABILITY LETTERS | 2017年 / 124卷

关键词：

Weak convergence; Record values; Joint record values; Record functions; EXTREMAL QUOTIENT; RANGE;

D O I：

10.1016/j.spl.2016.12.020

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The class of limit distribution functions of the joint upper record values, as well as the joint of lower record values, is fully characterized. Sufficient conditions for the weak convergence are obtained. As an application of this result, the sufficient conditions for the weak convergence of the record quasi-range, record quasi-midrange, record extremal quasi-quotient and record extremal quasi-product are obtained. Moreover, the classes of the non-degenerate limit distribution functions of these statistics are derived. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：13 / 21

页数：9

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