Geodesic
Stochastic ordering of random kth record values
Applicationes Mathematicae, Tome 26 (1999) no. 3, pp. 293-298.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

Let $X_1,X_2,...$ be a sequence of independent and identically distributed random variables with continuous distribution function F(x). Denote by X(1,k),X(2,k),... the kth record values corresponding to $X_1,X_2,...$ We obtain some stochastic comparison results involving the random kth record values X(N,k), where N is a positive integer-valued random variable which is independent of the $X_i$.
DOI : 10.4064/am-26-3-293-298
Keywords: stochastic comparison, likelihood ratio order, extreme value theory, hazard rate order, k-record values, random k-record values, random sums

Wiesław Dziubdziela 1 ; Agata Tomicka-Stisz 1

1 
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Wiesław Dziubdziela; Agata Tomicka-Stisz. Stochastic ordering of random kth record values. Applicationes Mathematicae, Tome 26 (1999) no. 3, pp. 293-298. doi : 10.4064/am-26-3-293-298. http://geodesic.mathdoc.fr/articles/10.4064/am-26-3-293-298/

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