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Distribution of the Time of the First k-Record
Published online by Cambridge University Press: 27 July 2009
Abstract
We compute the first two moments and give a recursive formula for the generating function of the first k-record index for a sequence of independent and identically distributed random variables that take on a finite set of possible values. When the random variables have an infinite support, we bound the distribution of the index of the first k-record and show that its mean is infinite.
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 11 , Issue 3 , July 1997 , pp. 273 - 278
- Copyright
- Copyright © Cambridge University Press 1997
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