On the maximal value of expectation of record numbers

Authors

  • Valery B. Nevzorov St.Petersburg State University, Universitetskaya nab., 7/9, St.Petersburg, 199034, Russian Federation;
  • Sergey A. Tovmasyan St.Petersburg State University, Universitetskaya nab., 7/9, St.Petersburg, 199034, Russian Federation;

Abstract

There are n independent random variables with some continuous distribution function. We consider the problem, how getting sequentially values of this variables and selecting one of them as the initial point to maximize (without knowledge of future values) the expected number of records among the rest in this sequence random variables. Refs 4. Tables 1.

Keywords:

record times, record values, record indicators

Downloads

Download data is not yet available.

Downloads

Published

2014-05-01

How to Cite

Nevzorov, V. B., & Tovmasyan, S. A. (2014). On the maximal value of expectation of record numbers. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 1(2), 196–200. Retrieved from https://math-mech-astr-journal.spbu.ru/article/view/11043

Issue

Vol. 1 No. 2 (2014)

Section

Mathematics

License

Articles of "Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy" are open access distributed under the terms of the License Agreement with Saint Petersburg State University, which permits to the authors unrestricted distribution and self-archiving free of charge.

Most read articles by the same author(s)