Exact distribution and Fisher information of weak record values
We derive exact distributions of weak record values in lattice as well as non-lattice cases. We obtain the Fisher information contained in the first m weak records and the first m (strong) records from a discrete distribution. We give geometric and Poisson examples.
Year of publication: |
2003
|
---|---|
Authors: | Stepanov, A. V. ; Balakrishnan, N. ; Hofmann, Glenn |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 1, p. 69-81
|
Publisher: |
Elsevier |
Keywords: | Weak record values Fisher information Geometric distribution Pascal distribution Poisson distribution |
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