Distribution theory of δ-record values. Case δ≤0

• B. Salamanca-Miño ^[1]
  1. [1] Universidad de Sevilla

     Universidad de Sevilla

     Sevilla, España

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 22, Nº. 4, 2013, págs. 715-738
• Idioma: inglés
• DOI: 10.1007/s11749-013-0340-8
• Texto completo no disponible (Saber más ...)
• Resumen

  • We present the basic distribution theory of δ-record values, R n,δ , δ≤0, from a sequence of independent and identically distributed random variables from an absolutely continuous parent. We obtain recurrent formulas for the density function of R n,δ and a representation for this random variable that in some sense is similar to Tata’s representation for ordinary records. We also give the probability function of inter-δ-record times and some of its properties. We give examples of our results and also some elements of inference based on δ-records.