On the problem of the optimal choice of record values

DOI10.3103/S1063454118020024MaRDI QIDQ1792328zbMATH OpenOpenAlexFDO

Authors Igor' Vladimirovich Bel'kov, V. B. Nevzorov

Publication date 11 October 2018

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1063454118020024

zbMATH Keywords

uniform distributionrecord timesrecord valuesoptimal choice problemexpected number of records

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

Recommendations

• On one problem of the optimal choice of record values
• On the maximal value of the expectation of record numbers
• Invariant record processes and applications to best choice modelling
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• Record processes and optimal selection problems with multiple choice

Cites work

• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• scientific article; zbMATH DE number 3226601 (Why is no real title available?)
• scientific article; zbMATH DE number 3383344 (Why is no real title available?)
• ON THE EXPECTED VALUES OF RECORD VALUES¹
• On record values and record times
• On the distribution of the inter-record times in an increasing population
• On the maximal value of the expectation of record numbers
• Records via probability theory
• Records. Mathematical theory.

Cited in

(9)

• Invariant record processes and applications to best choice modelling
• Some results on maximum of expected sums of sequential minima
• Record processes and optimal selection problems with multiple choice
• On the maximal value of the expectation of record numbers
• Generating large sequences of normal maxima via record values
• How often do we reject a superior value? (Extended abstract)
• Conditional evaluations of sums of sample maxima and records
• On one problem of the optimal choice of record values
• On generalizations of the optimal choice problem

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