Exact distribution and Fisher information of weak record values.

DOI10.1016/S0167-7152(03)00132-9zbMath1113.62304OpenAlexW1991655317MaRDI QIDQ1423154

Glenn Hofmann, Alexei Stepanov, Narayanaswamy Balakrishnan

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00132-9

zbMATH Keywords

distributionPascalFisher informationPoisson distributionGeometric distributionWeak record values

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Statistical aspects of information-theoretic topics (62B10)

Related Items (17)

Statistical inference for the geometric distribution based on \(\delta\)-records ⋮ Fisher information in bivariate record values from a sample of fixed size ⋮ Fisher information in record values and their concomitants about dependence and correlation parameters ⋮ On simulation of weak records ⋮ Entropy properties of record statistics ⋮ Limit theorems for the spacings of weak records ⋮ Rényi entropy properties of records ⋮ On the number and sum of near-record observations ⋮ Relations for product moments and covariances of \(k\)th records from discrete distributions ⋮ On the Fisher information in record data ⋮ NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES ⋮ Characterization of hazard function factorization by Fisher information in minima and upper record values ⋮ A note on large deviations for weak records ⋮ Limit theorems for the ratio of weak records ⋮ Numbers of near bivariate record-concomitant observations ⋮ Laws of large numbers for the number of weak records ⋮ Comparing Fisher information in record values and their concomitants with random observations

Cites Work

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• Fisher information in record data
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• On estimating population characteristics from record-breaking observations. i. parametric results
• Records
• Limit Theorems for Weak Records
• On record values and record times
• On the Fisher information in record values

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