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Information Generating Function of Record Values

Mathematical Methods of Statistics, 2022
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Zamani, Zohreh   +2 more
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Record values and inter-record times

Journal of Applied Probability, 1973
First, asymptotic results for inter-record times when the CDF of the underlying IID process is not necessarily continuous are obtained, by a stochastic order argument, from known results for the continuous case. Then the asymptotic behaviour of the bivariate process of upper-record values and inter-record times is studied.
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Market Efficiency and Value Line's Record

The Journal of Business, 1990
The Value Line investment record is frequently interpreted as evidence of market inefficiency. This article reconciles the record with market efficiency as one implication of a model that assumes a semistrong form of market efficiency and autoregressive state variables, which need not be identified.
Huberman, Gur, Kandel, Shmuel
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On record values and record times

Journal of Applied Probability, 1972
A correspondence between record values and independent increment point processes is established. The asymptotic behaviour of record value sequences is studied, and results on the asymptotic behaviour of record times (for continuous F) are obtained as special cases. The joint law of the kth record value and the kth record time is also derived.
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Record values and extreme value distributions

Journal of Applied Probability, 1982
The limit distribution of thekth maximum from a random sample of sizenwhenn →∞ is identified as the distribution of thekth lower record value from one of three extreme value distributions. This fact is used in giving a different canonical representation and new proofs of the results of Hall (1978) for this limiting random variable.
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Value of Keeping Records of Mortality

The European Journal of Surgery, 2002
To evaluate treatment and complications which is essential for good medical practice.Prospective audit.City hospital, The Netherlands.All the patients who died on the surgical ward between 1994 and 1998 and were classified according to four categories of mortality recording.The causes of death, inaccuracies in treatment and the extent of agreement ...
Jan Willem H P, Lardenoye   +4 more
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K-record values and the extreme-value index

Journal of Statistical Planning and Inference, 1995
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On k-th record times, record values and their moments

Journal of Statistical Planning and Inference, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bieniek, Milena, Szynal, Dominik
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Estimation via record values

Journal of Information and Optimization Sciences, 1996
Abstract Suppose we have a sequence of independent and identically distributed random variables X 1, X 2,… from an absolutely continuous distribution F(x; θ). The corresponding sequence of record values X(1), X(2), … will be used to estimate the parameter θ. The results of these estimates will be compared to those when using the original data.
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Record values with constraints

Vestnik St. Petersburg University: Mathematics, 2013
Record values are very popular in probability and mathematical statistics. There are many books and papers concerned with classical record values and record times, i.e., records in sequences of independent equally distributed random variables. In recent times, new types of record values (records in the Fα-scheme, record values in sequences of unequally
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