GEOMETRIC RECORDS FROM PARETO PARENTS

Geometric records are observations at least λ times larger than all the preceeding observations, being λ > 1 a real number. We study the distribution theory of the geometric records of a sequence of iid observations from a Pareto distribution. Among other results, we obtain representations for th...

Full description

Saved in:
Bibliographic Details
Published inJournal of applied statistical science Vol. 22; no. 1/2; p. 99
Main Authors López-Blázquez, F, Salamanca-Miño, B
Format Journal Article
LanguageEnglish
Published Hauppauge Nova Science Publishers, Inc 01.01.2014
Subjects
Behavior
Density
Formulas (mathematics)
Parents
Pareto optimality
Pareto optimum
Probability distribution
Real numbers
Representations
Studies
Online AccessGet full text
ISSN1067-5817

Cover

More Information
Summary:Geometric records are observations at least λ times larger than all the preceeding observations, being λ > 1 a real number. We study the distribution theory of the geometric records of a sequence of iid observations from a Pareto distribution. Among other results, we obtain representations for the distribution of geometric records, expressions for the density function, and we establish the lognormal limit behaviour of these quantities. We also give some results about the position and number of geometric records.
Bibliography:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ObjectType-Article-1
ObjectType-Feature-2
content type line 23
ISSN:1067-5817