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Asymptotic Law of the th Records in the Bivariate Exponential Case

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  • Grine Azedine

Abstract

We consider a sequence of independent and identically distributed random variables with joint cumulative distribution , which has exponential marginals and with parameter . We also assume that , , and . We denote and by the sequences of the th records in the sequences , , respectively. The main result of of the paper is to prove the asymptotic independence of and using the property of stopping time of the th record times and that of the exponential distribution.

Suggested Citation

  • Grine Azedine, 2014. "Asymptotic Law of the th Records in the Bivariate Exponential Case," Journal of Mathematics, Hindawi, vol. 2014, pages 1-7, July.
    • Handle: RePEc:hin:jjmath:458914
    DOI: 10.1155/2014/458914
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