Records and Concomitants
Bulletin of the Malaysian Mathematical Society, Tome 32 (2009) no. 2
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In this paper we consider the record values of independent and identically distributed (i.i.d.) random variables. Some basic properties of record values of univariate distributions are presented. Representation of records as sum of independent identical random variables are shown. Some characterizations of distributions using record values are given. The concomitants of record values of Morgenstern family copula are considered.
Classification :
62E10, 62E15.
@article{BMMS_2009_32_2_a0,
author = {M. Ahsanullah},
title = {Records and {Concomitants}},
journal = {Bulletin of the Malaysian Mathematical Society},
year = {2009},
volume = {32},
number = {2},
url = {http://geodesic.mathdoc.fr/item/BMMS_2009_32_2_a0/}
}
M. Ahsanullah. Records and Concomitants. Bulletin of the Malaysian Mathematical Society, Tome 32 (2009) no. 2. http://geodesic.mathdoc.fr/item/BMMS_2009_32_2_a0/