On Distributional Properties of Record Ranges and Record Range Times

Year 2017, , 843 - 846, 13.10.2017

Halil Tanıl Agah Kozan

https://doi.org/10.19113/sdufbed.18244

Abstract

In this paper, some distributional results concerning the number of record ranges in the first  independent and identically distributed (iid) continuous random observations are obtained. The probability of changing the th record range by a new observation is also given. Furthermore, we introduce the times of record ranges and derive their joint probability mass function. One of the main results found in this paper is that record range times have finite expected values although usual record times have infinite expected values.

Keywords

Record range, record range times, record coverage, current record, extreme value

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