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Exact distribution and Fisher information of weak record values

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  • Stepanov, A. V.
  • Balakrishnan, N.
  • Hofmann, Glenn
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    Abstract

    We derive exact distributions of weak record values in lattice as well as non-lattice cases. We obtain the Fisher information contained in the first m weak records and the first m (strong) records from a discrete distribution. We give geometric and Poisson examples.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 64 (2003)
    Issue (Month): 1 (August)
    Pages: 69-81

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    Handle: RePEc:eee:stapro:v:64:y:2003:i:1:p:69-81

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    Related research

    Keywords: Weak record values Fisher information Geometric distribution Pascal distribution Poisson distribution;

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    Cited by:
    1. Enkelejd Hashorva & Alexei Stepanov, 2012. "Limit theorems for the spacings of weak records," Metrika, Springer, vol. 75(2), pages 163-180, February.
    2. S. Baratpour & J. Ahmadi & N. Arghami, 2007. "Entropy properties of record statistics," Statistical Papers, Springer, vol. 48(2), pages 197-213, April.

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