A DEPENDENT F-ALPHA-SCHEME

被引：5

作者：

BALLERINI, R ^{[1
]}

机构：

[1] UNIV FLORIDA,DEPT STAT,GAINESVILLE,FL 32611

来源：

STATISTICS & PROBABILITY LETTERS | 1994年 / 21卷 / 01期

关键词：

EXTREMAL PROCESS; ARCHIMEDEAN COPULA; SECRETARY PROBLEM;

D O I：

10.1016/0167-7152(94)90053-1

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：

A dependent sequence of random variables {X(n)} is constructed so that the marginal distribution of X(i) is F-alpha i for some continuous cdf F and some sequence {alpha(n)}. This generalizes the so-called F-alpha-scheme considered by Nevzorov (1985, 1986) and Pfeifer (1989, 1991). The finite-dimensional distribution of the process is constructed through a specific Archimedean copula which allows the sequence to share many of the properties of an ordinary F-alpha-scheme, such as independence among the maxima and record indicators, without embedding the successive maxima in an extremal process. This construction leads to a secretary problem with dependent ratings.

引用

页码：21 / 25

页数：5

共 14 条

[1]

[Anonymous], 1987, ASYMPTOTIC THEORY EX

[2]

[Anonymous], 1991, INTRO PROBABILITY TH

[3] EMBEDDING SEQUENCES OF SUCCESSIVE MAXIMA IN EXTREMAL PROCESSES, WITH APPLICATIONS [J].