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On the mean residual waiting time of records
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Omar M. Bdair
Veröffentlicht/Copyright:
19. November 2010
Abstract
In this paper, we examine the mean residual waiting time of record values from a sequence of identically independent random variables with a common continuous distribution F. Under the condition that the (m+1)-st shock has not arrived by time t>0, we obtain a simplified expression for the mean residual waiting time of the (n+1)-st shock. We investigate some monotonicity and aging properties for the mean residual waiting time of records. Further, it is shown that the underlying distribution function F can be recovered via the functional relationships between the mean residual waiting times of records.
Keywords: mean residual lifetime; records; hazard rate; mean residual waiting time of records; generalized Pareto distribution
Published Online: 2010-11-19
Published in Print: 2009-12
© by Oldenbourg Wissenschaftsverlag, Amman 11942, Germany
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Artikel in diesem Heft
- A note on pivotal Value-at-Risk estimates
- A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets
- Cusp estimation in random design regression models
- On the mean residual waiting time of records
- A maximal inequality for skew Brownian motion
Schlagwörter für diesen Artikel
mean residual lifetime;
records;
hazard rate;
mean residual waiting time of records;
generalized Pareto distribution
Artikel in diesem Heft
- A note on pivotal Value-at-Risk estimates
- A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets
- Cusp estimation in random design regression models
- On the mean residual waiting time of records
- A maximal inequality for skew Brownian motion
