On the maximal value of the expectation of record numbers
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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).
Keywordsrecord times record values record indicators
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- 3.V. B. Nevzorov, Records. Mathematical Theory (FAZIS, Moscow, 2000) [in Russian].Google Scholar