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Autor: =Charalambides, Ch. A.
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Publicación seriada
Referencias AnalíticasReferencias Analíticas
Autor: Charalambides, Ch. A.
Título: Distribution of record statistics in a geometrically increasing population
Páginas/Colación: p2214-2225, 12p
Journal of Statistical Planning and Inference Vol. 137, no. 7 July 2007
Información de existenciaInformación de existencia

Resumen
The probability function and binomial moments of the number Nn of (upper) records up to time (index) n in a geometrically increasing population are obtained in terms of the signless q-Stirling numbers of the first kind, with q being the inverse of the proportion ? of the geometric progression. Further, a strong law of large numbers and a central limit theorem for the sequence of random variables Nn, n=1,2,…, are deduced. As a corollary the probability function of the time Tk of the kth record is also expressed in terms of the signless q-Stirling numbers of the first kind. The mean of Tk is obtained as a q-series with terms of alternating sign. Finally, the probability function of the inter-record time Wk=Tk-Tk-1 is obtained as a sum of a finite number of terms of q-numbers. The mean of Wk is expressed by a q-series. As k increases to infinity the distribution of Wk converges to a geometric distribution with failure probability q. Additional properties of the q-Stirling numbers of the first kind, which facilitate the present study, are derived.

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

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