Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150071 | Journal of Statistical Planning and Inference | 2007 | 12 Pages |
Abstract
The probability function and binomial moments of the number Nn of (upper) records up to time (index) n in a geometrically increasing population are obtained in terms of the signless q-Stirling numbers of the first kind, with q being the inverse of the proportion λ of the geometric progression. Further, a strong law of large numbers and a central limit theorem for the sequence of random variables Nn, n=1,2,â¦, are deduced. As a corollary the probability function of the time Tk of the kth record is also expressed in terms of the signless q-Stirling numbers of the first kind. The mean of Tk is obtained as a q-series with terms of alternating sign. Finally, the probability function of the inter-record time Wk=Tk-Tk-1 is obtained as a sum of a finite number of terms of q-numbers. The mean of Wk is expressed by a q-series. As k increases to infinity the distribution of Wk converges to a geometric distribution with failure probability q. Additional properties of the q-Stirling numbers of the first kind, which facilitate the present study, are derived.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ch.A. Charalambides,