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Number of Records in a Bivariate Sample with Application to Missouri River Flood Data

Author

Listed:
  • H. N. Nagaraja

    (Ohio State University)

  • Pankaj K. Choudhary

    (University of Texas at Dallas)

  • N. Matalas

Abstract

For a sequence of observations from a bivariate absolutely continuous distribution, two types of records are considered depending on whether a univariate record is established in both or in at least one of the components. The distributional properties of the associated univariate and bivariate record indicators are examined. Correlation between the number of component records and the first two moments of the number of bivariate records in a finite random sample are obtained. These are evaluated for the Farlie-Gumbel-Morgenstern and bivariate normal distributions. Large sample properties of these moments are explored. Our results are used to predict the number of record annual floods at two sites along the Missouri river during the next 50 years.

Suggested Citation

  • H. N. Nagaraja & Pankaj K. Choudhary & N. Matalas, 2002. "Number of Records in a Bivariate Sample with Application to Missouri River Flood Data," Methodology and Computing in Applied Probability, Springer, vol. 4(4), pages 377-391, December.
    • Handle: RePEc:spr:metcap:v:4:y:2002:i:4:d:10.1023_a:1023566518047
    DOI: 10.1023/A:1023566518047
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    References listed on IDEAS

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    1. Gnedin, Alexander V., 1998. "Records from a multivariate normal sample," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 11-15, July.
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    Cited by:

    1. N. Balakrishnan & A. Stepanov & V. B. Nevzorov, 2020. "North-east bivariate records," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(8), pages 961-976, November.

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