Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149569 | Journal of Statistical Planning and Inference | 2009 | 7 Pages |
Abstract
Consider an infinite sequence of independent identically distributed (i.i.d.) continuous random variables. We begin with an initial set of m random variables and keep in our list only the top m values as new variables are observed sequentially and added to the data set. We obtain the joint distribution of the ordered observations in our list after the ℓℓth change occurs to the list. We also obtain the probability of a change in the list given that there are already ℓℓ changes. We discuss the relationship between the proposed model, ordinary order statistics, and m-records.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Halil Tanil,