Runs Based on Records: Their Distributional Properties and an Application To Testing for Dispersive Ordering
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Date
2013
Authors
Stepanov, Alexei
Journal Title
Journal ISSN
Volume Title
Publisher
Springer
Open Access Color
Green Open Access
No
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Publicly Funded
No
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Average
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Average
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Average
Abstract
Here, we study runs associated with record values. After we first discuss the distributions and moments of runs, we develop the asymptotic theory of these runs. Finally, we apply the concept of runs obtained from record values to a hypothesis testing problem.
Description
Keywords
Runs, Records, Limit laws, Dispersive ordering, Hypothesis testing, Simulation of records, Estimating Population Characteristics, Continuous-Valued Sequences, Breaking Observations, Fisher Information, Limit-Theorems, Extreme value theory; extremal stochastic processes, records, limit laws, dispersive ordering, simulation of records, runs, hypothesis testing, Order statistics; empirical distribution functions
Fields of Science
0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, 01 natural sciences
Citation
WoS Q
Q3
Scopus Q
Q2
OpenCitations Citation Count
3
Source
Methodology And Computıng in Applıed Probabılıty
Volume
15
Issue
3
Start Page
583
End Page
594
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CrossRef : 2
Scopus : 4
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4
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4
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