:: Volume 1, Issue 2 (3-2005) ::
JSRI 2005, 1(2): 143-160 Back to browse issues page
On Moments of the Concomitants of Classic Record Values and Nonparametric Upper Bounds for the Mean under the Farlie-Gumbel-Morgenstern Model
M. Amini *1, J. Ahmadi
1- , m_am65@stu-mail.um.ac.ir
Abstract:   (2467 Views)

In a sequence of random variables, record values are observations that exceed or fall below the current extreme value.Now consider a sequence of pairwise random variables  {(Xi,Yi), i>=1}, when the experimenter is interested in studying just thesequence of records of the first component, the second component associated with a record value of the first one is termed the concomitant of that record value. The aim of this paper is to investigate the properties of concomitants of record values in Farlie-Gumbel-Morgenstern (FGM) model. So, the sequence of upper record values and their associated concomitants can...[To continue please click here]

Full-Text [PDF 417 kb]   (526 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/02/9 | Accepted: 2016/02/9 | Published: 2016/02/9

XML   Persian Abstract   Print

Volume 1, Issue 2 (3-2005) Back to browse issues page