Article ID Journal Published Year Pages File Type
1150071 Journal of Statistical Planning and Inference 2007 12 Pages PDF
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,…, 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
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