On the maximal value of the expectation of record numbers

Mathematics

DOI: 10.3103/S1063454114020046

Cite this article as:
Nevzorov, V.B. & Tovmasyan, S.A. Vestnik St.Petersb. Univ.Math. (2014) 47: 64. doi:10.3103/S1063454114020046
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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).

Keywords

record times record values record indicators 

Copyright information

© Allerton Press, Inc. 2014

Authors and Affiliations

  1. 1.St. Petersburg State UniversitySt. PetersburgRussia

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