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Almost sure limit behaviour of Pfeifer record values
Statistics ( IF 1.2 ) Pub Date : 2020-07-03 , DOI: 10.1080/02331888.2020.1801686
Jacob Peter Schmidt 1 , Udo Kamps 1
Affiliation  

Pfeifer record values are based on a double sequence of independent, non-identically distributed random variables. For Pfeifer records with a common baseline distribution function and depending on a sequence of positive parameters, almost sure convergence to a non-degenerate random variable is examined, and sufficient conditions for almost sure relative stability as well as related results are studied. Several examples of sequences of model parameters are shown regarding the imposed conditions. The results extend well-known properties of common upper record values.

中文翻译:

几乎可以肯定 Pfeifer 记录值的极限行为

Pfeifer 记录值基于独立的、非相同分布的随机变量的双重序列。对于具有公共基线分布函数并依赖于一系列正参数的 Pfeifer 记录,检查几乎肯定收敛到非退化随机变量,并研究几乎肯定相对稳定性的充分条件以及相关结果。显示了关于强加条件的模型参数序列的几个示例。结果扩展了常见的上限记录值的众所周知的属性。
更新日期:2020-07-03
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