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

DOI10.16929/AS/2021.2923.190MaRDI QIDQ2138267zbMATH OpenFDO

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

Publication date 11 May 2022

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.04577, https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-4/Simultaneous-Joint-Lower-and-Upper-record-values-Probability-Laws-for/10.16929/as/2021.2923.190.full

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)

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.

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