DISTRIBUTION OF THE TIME OF THE FIRST K-RECORD

Authors
ADLER I ROSS SM
Citation
I. Adler et Sm. Ross, DISTRIBUTION OF THE TIME OF THE FIRST K-RECORD, Probability in the engineering and informational sciences, 11(3), 1997, pp. 273-278
Citations number
3
Categorie Soggetti
Operatione Research & Management Science","Engineering, Industrial","Statistic & Probability","Operatione Research & Management Science
Journal title
Probability in the engineering and informational sciences → ACNP
ISSN journal
02699648
Volume
11
Issue
3
Year of publication
1997
Pages
273 - 278
Database
ISI
SICI code
0269-9648(1997)11:3<273:DOTTOT>2.0.ZU;2-E
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 inde pendent and identically distributed random variables that take on a fi nite set of possible values. When the random variables have an infinit e support, we bound the distribution of the index of the first k-recor d and show that its mean is infinite.