Abstract
Assume that the independent random variables X1,X2,... have the distribution functions\(F^{ \propto _1 } , F^{ \propto _2 } \), ..., respectively, where F is an arbitrary continuous distribution function, while αi are positive constants. In this situation, one obtains some theorems for the record moments and interrecord times.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
Literature cited
J. Galambos, The Asymptotic Theory of Extreme Order Statistics, Wiley, New York (1978).
R. W. Shorrock, “On record values and record times,” J. Appl. Probab.,9, No. 2, 316–326 (1972).
J. Galambos and E. Seneta, “Record times,” Proc. Am. Math. Soc.,50, 383–387 (1975).
M. C. K. Yang, “On the distribution of the interrecord times in an increasing population,” J. Appl. Probab.,12, No. 1, 148–154 (1975).
Additional information
Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 142, pp. 109–118, 1985.
Rights and permissions
About this article
Cite this article
Nevzorov, V.B. Record and interrecord times for sequences of nonidentically distributed random variables. J Math Sci 36, 510–516 (1987). https://doi.org/10.1007/BF01663462
Issue Date:
DOI: https://doi.org/10.1007/BF01663462