Record number :
Title of article :
Records and Concomitants
Author/Authors :
Ahsanullah, M. Rider University - Department of Management Sciences, USA
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Abstract :
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.
Keywords :
Records , weak records , characterizations
Journal title :
Bulletin of the Malaysian Mathematical Sciences Society
Link To Document :