IDEAS home Printed from https://ideas.repec.org/a/spr/testjl/v22y2013i4p715-738.html
   My bibliography  Save this article

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

Author

Listed:
  • F. López-Blázquez
  • B. Salamanca-Miño

Abstract

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. Copyright Sociedad de Estadística e Investigación Operativa 2013

Suggested Citation

  • F. López-Blázquez & B. Salamanca-Miño, 2013. "Distribution theory of δ-record values. Case δ≤0," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(4), pages 715-738, November.
  • Handle: RePEc:spr:testjl:v:22:y:2013:i:4:p:715-738
    DOI: 10.1007/s11749-013-0340-8
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11749-013-0340-8
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s11749-013-0340-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Eliazar, Iddo, 2005. "On geometric record times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 348(C), pages 181-198.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. A. Castaño-Martínez & F. López-Blázquez & B. Salamanca-Miño, 2016. "Exceedances of records," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(7), pages 837-866, October.
    2. Fernando López-Blázquez & Begoña Salamanca-Miño, 2015. "Distribution theory of $$\delta $$ δ -record values: case $$\delta \ge 0$$ δ ≥ 0," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 558-582, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:22:y:2013:i:4:p:715-738. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.