Simultaneous joint lower and upper record values probability laws for absolutely continuous or discrete data

DOI10.16929/AS/2021.2923.190zbMATH Open1487.60041arXiv2109.04577MaRDI QIDQ2138267FDOQ2138267

Authors: Gane Samb Lo, Aladji Babacar Niang, M. Ahsanullah 

Publication date: 11 May 2022

Published in: Afrika Statistika (Search for Journal in Brave)

Abstract: This paper investigates the probability density function ($pdf$) of the $(2n-1)$-vector $(ngeq1)$ of both lower and upper record values for a sequence of independent random variables with common $pdff$ defined on the same probability space, provided that the lower and upper record times are finite up to $n$. A lot is known about the lower or the upper record values when they are studied separately. When put together, the challenges are a far bigger complicated. The rare results in the literature still present important flaws. This paper begins a new and complete investigation with a few number of records: 2 and 3. Lessons from these simple cases will allow addressing the general formulation of simultaneous joint lower-upper records.

Full work available at URL: https://arxiv.org/abs/2109.04577

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zbMATH Keywords

absolutely continuous random variables(continued below) discrete random variablesjoint characterizations of recordssimultaneous joint lower-upper strong record values probability lawsstrong record values and timesupper records and lower records

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

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Cited In (1)

• Simultaneous joint lower and upper record values probability laws for absolutely continuous or discrete data

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