On the mean residual waiting time of records

DOI10.1524/STND.2009.1050MaRDI QIDQ4930140zbMATH OpenOpenAlexFDO

Authors Omar M. Bdair, Mohammad Z. Raqab

Publication date 28 September 2010

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.2009.1050

zbMATH Keywords

generalized Pareto distributionhazard ratemean residual lifetimemean residual waiting time of recordsrecords

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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• A relationship between a family of waiting time distributions and the asymptotic residual waiting time distribution
• Mean inactivity time of lower record values
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• The mean residual of record values at the level of previous records
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