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Simulation of Gamma records

Author

Listed:
  • Pakhteev, A.
  • Stepanov, A.

Abstract

In the present paper, we discuss algorithms of record generation when records are taken from a Gamma population. We develop such generation algorithms and study their asymptotic performance.

Suggested Citation

  • Pakhteev, A. & Stepanov, A., 2016. "Simulation of Gamma records," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 204-212.
    • Handle: RePEc:eee:stapro:v:119:y:2016:i:c:p:204-212
    DOI: 10.1016/j.spl.2016.08.002
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    References listed on IDEAS

    as
    1. Bairamov, I. & Stepanov, A., 2011. "Numbers of near bivariate record-concomitant observations," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 908-917, May.
    2. Stepanov, Alexei & Berred, Alexandre & Nevzorov, Valery B., 2016. "Concomitants of records: Limit results, generation techniques, correlation," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 184-188.
    3. Balakrishnan, N. & Stepanov, A., 2006. "On the Fisher information in record data," Statistics & Probability Letters, Elsevier, vol. 76(5), pages 537-545, March.
    4. Nevzorov, V.B. & Stepanov, A., 2014. "Records with confirmation," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 39-47.
    5. Glenn Hofmann, 2004. "Comparing the Fisher information in record data and random observations," Statistical Papers, Springer, vol. 45(4), pages 517-528, October.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. N. Balakrishnan & A. Stepanov & V. B. Nevzorov, 2020. "North-east bivariate records," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(8), pages 961-976, November.
    2. Farhad Yousaf & Sajid Ali & Ismail Shah, 2019. "Statistical Inference for the Chen Distribution Based on Upper Record Values," Annals of Data Science, Springer, vol. 6(4), pages 831-851, December.
    3. Pakhteev, A. & Stepanov, A., 2019. "Discrete records: Limit theorems for their spacings and generation methods," Statistics & Probability Letters, Elsevier, vol. 148(C), pages 134-142.

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