Skip to main content
Log in

On distributions of exceedances associated with order statistics and record values for arbitrary distributions

  • Article
  • Published:
Statistical Papers Aims and scope Submit manuscript

Abstract

Exceedance statistics associated with the order statistics and record values for the generalized Bernoulli model are investigated for the case of an arbitrary underlying distribution. Distributions of these statistics are studied. Also the distribution of the second record value is obtained when the underlying distribution function contains atoms.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Arnold, B., Balakrishnan, N. and Nagaraja, H.N (1998) Records, John Wiley & Sons, New York

    MATH  Google Scholar 

  • Bairamov, I.G., Petunin, Yu.I. (1990) Structure of invariant confidence intervals containing the main distributed mass. Theorya Veroyatnostey i ee Prirneneniya Vol. 35, No 1, P. 15–26. (English translation in Theor. Probab. Appl. 1991, Vol 35, No 1, P.15-26.)

    MathSciNet  Google Scholar 

  • Bairamov, I.G. (1997) Some distribution free properties of statistics based on record values and characterizations of the distributions through a record. J. Appl. Statist. Sci. Vol. 5, N. 1, P.17–25.

    MATH  MathSciNet  Google Scholar 

  • David, H. A. (1981) Order Statistics. Second edition, John Wiley and Sons, New York.

    MATH  Google Scholar 

  • Gumbel, E.J. and Schelling, H. von (1950) The distribution of the number of exceedances. Ann. Math. Statist. 21, 247–262.

    Article  MATH  Google Scholar 

  • Johnson, N. and Kotz, S. (1991) Some generalizations of Bernoulli and Polya-Eggenberger contagion models. Statist. Papers 32, P.1–17.

    Article  MATH  MathSciNet  Google Scholar 

  • Johnson, N. and Kotz, S. (1994) Further comments on Matveychuk and Petunin’s generalized Bernoulli model, and nonparametric tests of homogeneity. J. Statist. Plann. Infer. 41, P. 61–72.

    Article  MATH  MathSciNet  Google Scholar 

  • Katzenbeisser, W. (1985) The distribution of two sample location exoeedance test statistics under Lehmann alternatives. Statist. Hefte (now Papers) 26, 131–138.

    Article  MATH  MathSciNet  Google Scholar 

  • Katzenbeisser, W. (1986) The exact power of two-sample location tests based on exceedances against shift alternatives. Math. Op. Forsch. (Statistics) 20, 47–54.

    MathSciNet  Google Scholar 

  • Matveychuk, S.A., Petunin Yu.I. (1990/1991) A generalization of the Bernoulli model arising in order statistics. I/II Ukr. Math. J. Vol. 42, P. 518–528/ 43, P. 779–785.

    Google Scholar 

  • Rudin W. (1959) Principles of Mathematical Analysis. Mc Graw-Hill Book Company, INC. New York.

    Google Scholar 

  • Sarkadi, K. (1957) On the distribution of the number of exceedances. Ann. Math. Stat., 28, 1021–1022.

    Article  MATH  Google Scholar 

  • Todhunter, I. (1865) A History of the Mathematical Theory of Probability. Cambridge: Macmillan (Reprinted 1965, New York: Chelsea).

    Google Scholar 

  • Wesolowsky, J. and Ahsanullah, M. (1998) Distributional properties of exceedance statistics. Ann. Inst. Statist. Math. Vol. 50, N_3, 543–565.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bairamov, I.G., Kotz, S. On distributions of exceedances associated with order statistics and record values for arbitrary distributions. Statistical Papers 42, 171–185 (2001). https://doi.org/10.1007/s003620100049

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s003620100049

Key words

Navigation