Finiteness of record values and alternative asymptotic theory of records with atom endpoints

MaRDI QIDQ2219418zbMATH OpenFDO

Authors Gane Samb Lo, Cherif Mamadou Moctar Traoré, Harouna Sangare, M. Ahsanullah

Publication date 20 January 2021

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.08163, https://projecteuclid.org/euclid.as/1610420417

zbMATH Keywords

central limit theoremconfidence intervalshitting timeslaw of the iterated logarithmrecord valuesrecord timeband of consistencyBerry-Essen boundendpoints of a cumulative distribution function

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Abstract: Asymptotic theories on record values and times, including central limit theorems, make sense only if the sequence of records values (and of record times) is infinite. If not, such theories could not even be an option. In this paper, we give necessary and/or sufficient conditions for the finiteness of the number of records. We prove, for example for extsl{iid} real valued random variable, that strong upper record values are finite if and only if the upper endpoint is finite and is an atom of the common cumulative distribution function. The only asymptotic study left to us concerns the infinite sequence of hitting times of that upper endpoints, which by the way, is the sequence of weak record times. The asymptotic characterizations are made using negative binomial random variables and the dimensional multinomial random variables. Asymptotic comparison in terms of consistency bounds and confidence intervals on the different sequences of hitting times are provide. The example of a binomial random variable is given

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Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3538576 (Why is no real title available?)
• Finiteness of record values and alternative asymptotic theory of records with atom endpoints
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Cited in

(2)

• Finiteness of record values and alternative asymptotic theory of records with atom endpoints
• Records when the last point of increase is an atom

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