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Runs Based on Records: Their Distributional Properties and an Application to Testing for Dispersive Ordering

Author

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  • Narayanaswamy Balakrishnan

    (McMaster University)

  • Alexei Stepanov

    (Izmir University of Economics)

Abstract

Here, we study runs associated with record values. After we first discuss the distributions and moments of runs, we develop the asymptotic theory of these runs. Finally, we apply the concept of runs obtained from record values to a hypothesis testing problem.

Suggested Citation

  • Narayanaswamy Balakrishnan & Alexei Stepanov, 2013. "Runs Based on Records: Their Distributional Properties and an Application to Testing for Dispersive Ordering," Methodology and Computing in Applied Probability, Springer, vol. 15(3), pages 583-594, September.
    • Handle: RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9269-0
    DOI: 10.1007/s11009-011-9269-0
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    References listed on IDEAS

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    1. Eryilmaz, Serkan & Fu, James C., 2008. "Runs in continuous-valued sequences," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 759-765, April.
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    6. Serkan Eryilmaz, 2005. "On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials," Statistical Papers, Springer, vol. 46(1), pages 117-128, January.
    7. Eryilmaz, Serkan, 2007. "Extension of runs to the continuous-valued sequences," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 383-388, February.
    8. Francisco J. Samaniego & Lyn R. Whitaker, 1988. "On estimating population characteristics from record‐breaking observations II. Nonparametric results," Naval Research Logistics (NRL), John Wiley & Sons, vol. 35(2), pages 221-236, April.
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    Cited by:

    1. Xian Zhao & Yanbo Song & Xiaoyue Wang & Zhiyue Lv, 2022. "Distributions of $$({k}_{1},{k}_{2},\dots ,{k}_{m})$$ ( k 1 , k 2 , ⋯ , k m ) -runs with Multi-state Trials," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2689-2702, December.
    2. 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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