Accession Number : AD0645831

Title :   ON OUTSTANDING VALUES IN A SEQUENCE OF RANDOM VARIABLES,

Corporate Author : PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS

Personal Author(s) : Tata,Mahabanoo N.

Report Date : JAN 1967

Pagination or Media Count : 39

Abstract : The report considers a sequence (X sub n, n > or = 1) of independent, identically distributed and absolutely continuous random variables. X sub j is called an outstanding value in the sequence X sub n if X sub j > max (X sub 1, . . . . , X sub j - 1). By convention X sub 1 is outstanding. Let L sub 0 = 1 and n > or 1 define L sub n = min (j:j > L sub n-1, X sub j is outstanding), delta sub n = L sub n - L sub n-1.

Descriptors :   (*RANDOM VARIABLES, *SEQUENCES(MATHEMATICS)), REAL NUMBERS, DISTRIBUTION FUNCTIONS, INEQUALITIES, SERIES(MATHEMATICS), EXPONENTIAL FUNCTIONS, STOCHASTIC PROCESSES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE