Abstract
The classical representation of record values in sequences of independent random variables with the standard exponential distribution E(1) as sums of exponentially distributed random summands plays an important role in the mathematical theory of records. A generalization of this representation is proposed. A new similar result that makes it possible to express the record values of sample ranges as sums of independent exponentially distributed random variables is obtained.
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Original Russian Text © I.V. Belkov, V.B. Nevzorov, 2017, published in Vestnik Sankt-Peterburgskogo Universiteta: Matematika, Mekhanika, Astronomiya, 2017, Vol. 62, No. 4, pp. 535–540.
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Belkov, I.V., Nevzorov, V.B. Record values in sequences of sample ranges. Vestnik St.Petersb. Univ.Math. 50, 325–328 (2017). https://doi.org/10.3103/S1063454117040033
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DOI: https://doi.org/10.3103/S1063454117040033