A random power record model
type: Item
instance of: scholarly article
title: A random power record model
zbMATH Open document ID: 1004.60055
DOI: 10.1016/S0167-7152(01)00147-X
author: Glenn Hofmann
author: H. N. Nagaraja
published in: Statistics \& Probability Letters
publication date: 2002-09-05T00:00:00Z
review text: The authors study small-sample and asymptotic properties of record times and record counts in the random power record model introduced by them. For that random \(F^\alpha\) model, the joint c.d.f. of observations \(X_1, \dots,X_n\) is given by \[ G_n(x_1, \dots,x_n)= E\bigl\lfloor F^{\alpha_1} (x_1) \cdot\dots \cdot F^{\alpha_n} (x_n)\bigr \rfloor, \] where \(F\) is a continuous c.d.f., \(\alpha_1, \alpha_2,\dots\) are a.s. finite positive random variables and the expectation is taken with respect to the \(\alpha\)'s. The random \(F^\alpha\) model incorporates several record models proposed in the literature: the classical (i.i.d.), the Yang, the fixed \(F^\alpha\), the Ballerini and the NNB (Nezorova, Nevzorov and Balakrishnan) copula models.
reviewed by: Wiesław Dziubdziela
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1796695
zbMATH Keywords: record times
zbMATH Keywords: record counts
zbMATH Keywords: non-classical record models
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1796695