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Volume 32 • Number 2 • 2009 |
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Records and Concomitants
M. Ahsanullah
Abstract.
In this paper we consider the record values of independent and identically
distributed (i.i.d.) random variables. Some basic properties of record
values of univariate distributions are presented. Representation of records as
sum of independent identical random variables are shown. Some characterizations
of distributions using record values are given. The concomitants of record
values of Morgenstern family copula are considered.
2000 Mathematics Subject Classification: 62E10, 62E15.
Full text: PDF
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