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On the maximal value of the expectation of record numbers

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Abstract

There are n independent identically distributed random variables with a continuous distribution function. The problem considered is, getting sequentially the values of these variables and selecting one of them as an initial point, how we can maximize the expected number of records among the rest of this sequence of random variables (without knowledge of the future values).

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References

  1. M. Ahsanullah and V. B. Nevzorov, Ordered Random Variables (Nova Science, New York, 2001).

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  2. C. Arnold, N. Balakrishnan, and H. N. Nagaraja, Records (Wiley, New York, 1998).

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  3. V. B. Nevzorov, Records. Mathematical Theory (FAZIS, Moscow, 2000) [in Russian].

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  4. S. M. Samuels and J. M. Steele, “Optimal sequential selection of a monotone sequence from a random sample,” Ann. Probab. 9, 937–947 (1981).

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Authors and Affiliations

  1. St. Petersburg State University, St. Petersburg, 199034, Russia

    V. B. Nevzorov & S. A. Tovmasyan

Authors
  1. V. B. Nevzorov
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  2. S. A. Tovmasyan
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Corresponding author

Correspondence to V. B. Nevzorov.

Additional information

Original Russian Text © V.B. Nevzorov, S.A. Tovmasyan, 2014, published in Vestnik Sankt-Peterburgskogo Universiteta. Seriya 1. Matematika, Mekhanika, Astronomiya, 2014, No. 2, pp. 14–18.

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Nevzorov, V.B., Tovmasyan, S.A. On the maximal value of the expectation of record numbers. Vestnik St.Petersb. Univ.Math. 47, 64–67 (2014). https://doi.org/10.3103/S1063454114020046

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  • DOI: https://doi.org/10.3103/S1063454114020046

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