On the average number of records for sequences of not identically distributed random variables |
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Authors: | V. B. Nevzorov |
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Affiliation: | 1. St. Petersburg State University, Universitetskaya nab. 7/9, St. Petersburg, 199034, Russia
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Abstract: | The scheme of n series of independent random variables X 11, X 21, …, X k1, X 12, X 22, …, X k2, …, X 1n , X 2n , …, X kn is considered. Each of these successive series X 1m , X 2m , …, X km , m = 1, 2, …, n consists of k variables with continuous distribution functions F 1, F 2, …, F k , which are the same for all series. Let N(nk) be the number of upper records of the given nk random variables, and EN(nk) be the corresponding expected value. For EN(nk) exact upper and lower estimates are obtained. Examples are given of the sets of distribution functions for which these estimates are attained. |
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