Runs based on records: their distributional properties and an application to testing for dispersive ordering

DOI10.1007/S11009-011-9269-0MaRDI QIDQ370896zbMATHOpenAlexFDO

Authors Narayanaswamy Balakrishnan, A. Stepanov

Publication date 20 September 2013

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-011-9269-0

zbMATH Keywords

hypothesis testingdispersive orderingrunslimit lawsrecordssimulation of records

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 5788579 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
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• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• scientific article; zbMATH DE number 1049037 (Why is no real title available?)
• A data-driven test for dispersive ordering
• An elementary proof of the strong law of large numbers
• Comparing the Fisher information in record data and random observations
• Distribution theory of runs and patterns and its applications. A finite Markov chain imbedding approach
• Extension of runs to the continuous-valued sequences
• Fisher information in record data
• Limit theorems for runs based on `small spacings'
• On estimating population characteristics from record-breaking observations II. Nonparametric results
• On estimating population characteristics from record-breaking observations. i. parametric results
• On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials
• Record values and inter-record times
• Runs Based on the Ratios of Consecutive Order Statistics
• Runs and scans with applications
• Runs in an ordered sequence of random variables
• Runs in continuous-valued sequences
• Some limit theorems of runs to the continuous‐valued sequence
• Testing for dispersive ordering

Cited in

(3)

• Discrete records: limit theorems for their spacings and generation methods
• Distributions of \((k_1,k_2,\dots ,k_m)\)-runs with multi-state trials
• Asymptotic results for runs and empirical cumulative entropies

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