ON OUTSTANDING VALUES IN A SEQUENCE OF RANDOM VARIABLES,
Abstract
The report considers a sequence (X sub n, n > or = 1) of independent, identically distributed and absolutely continuous random variables. X sub j is called an outstanding value in the sequence X sub n if X sub j > max (X sub 1, . . . . , X sub j - 1). By convention X sub 1 is outstanding. Let L sub 0 = 1 and n > or 1 define L sub n = min (j:j > L sub n-1, X sub j is outstanding), delta sub n = L sub n - L sub n-1.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1967
- Accession Number
- AD0645831
Entities
People
- Mahabanoo N. Tata
Organizations
- Purdue University