أعضاء هيئة التدريس - جامعة بنها
Limit distributions of random record model in a stationary Gaussian sequence
COMMUNICATIONS IN STATISTICS—THEORY AND METHODS • 2019
معلومات البحث
المؤلفون
M. A. Abd Elgawad, H. M. Barakat & S. Xiong
الكلمات المفتاحية
Gaussian sequences; record
values; joint record values;
random record model;
random record functions
المجلة العلمية
COMMUNICATIONS IN STATISTICS—THEORY AND METHODS
الناشر
Taylor and Francis
المجلد
https://doi.org/10.1080/03610926.2018.1554131
العدد
Not Available
الصفحات
Not Available
publication.type
International
رابط البحث
Not Available
المواد المرفقة
Not Available
الملخص
We study the limit distributions of upper and lower record values of
a stationary Gaussian sequence (SGS) under an equi-correlated set
up, when the random sample size is assumed to converge weakly
and independent of the basic variables. Moreover, the class of limit
distribution functions (df’s) of joint upper and lower record values of
a SGS with random indices are fully characterized. As an application of this result, the sufficient conditions for the weak convergence of record quasi-range, record quasi-mid-range, record extremal quasiquotient and record extremal quasi-product with random indices are obtained. Moreover, the classes of the non degenerate limit df’s of these statistics are derived.
a stationary Gaussian sequence (SGS) under an equi-correlated set
up, when the random sample size is assumed to converge weakly
and independent of the basic variables. Moreover, the class of limit
distribution functions (df’s) of joint upper and lower record values of
a SGS with random indices are fully characterized. As an application of this result, the sufficient conditions for the weak convergence of record quasi-range, record quasi-mid-range, record extremal quasiquotient and record extremal quasi-product with random indices are obtained. Moreover, the classes of the non degenerate limit df’s of these statistics are derived.