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This article is cited in 6 scientific papers (total in 6 papers)
Short Communications
Linear prediction of weak records: The discrete case
J. López-Blázquez University of Seville
Abstract:
We characterize the family of discrete distributions
for which the best mean square error predictor of a
future weak record is a linear function of a past or
observed weak record.
Keywords:
records, weak records, conditional expectation, mean square error, linear predictors negative hypergeometric distributions, geometric distribution.
Received: 02.03.2000
Citation:
J. López-Blázquez, “Linear prediction of weak records: The discrete case”, Teor. Veroyatnost. i Primenen., 48:4 (2003), 835–839; Theory Probab. Appl., 48:4 (2004), 718–723
Linking options:
https://www.mathnet.ru/eng/tvp262https://doi.org/10.4213/tvp262 https://www.mathnet.ru/eng/tvp/v48/i4/p835
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