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Some results on joint record events

Author

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  • Falk, M.
  • Khorrami Chokami, A.
  • Padoan, S.A.

Abstract

Let X1,X2,… be independent and identically distributed random variables on the real line with a joint continuous distribution function F. The stochastic behavior of the sequence of subsequent records is well known. Alternatively to that, we investigate the stochastic behavior of arbitrary Xj,Xk,j

Suggested Citation

  • Falk, M. & Khorrami Chokami, A. & Padoan, S.A., 2018. "Some results on joint record events," Statistics & Probability Letters, Elsevier, vol. 135(C), pages 11-19.
    • Handle: RePEc:eee:stapro:v:135:y:2018:i:c:p:11-19
    DOI: 10.1016/j.spl.2017.11.011
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    References listed on IDEAS

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    1. Barakat, H.M. & Abd Elgawad, M.A., 2017. "Asymptotic behavior of the joint record values, with applications," Statistics & Probability Letters, Elsevier, vol. 124(C), pages 13-21.
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