Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Zapiski Nauchnykh Seminarov POMI, 2017, Volume 466, Pages 30–37 (Mi znsl6538)  

On one problem of the optimal choice of record values

I. V. Bel'kov, V. B. Nevzorov

St. Petersburg State University, St. Petersburg, Russia
References:
Abstract: Independent random variables $X_1,X_2,\dots, X_n$ having $\mathrm U([0,1])$-uniform distribution and the upper record values in this set are considered. We study the problem how to maximize (taking into account some consecutively observed values $x_1,x_2,\dots,x_k$ of these $X$-s) the expectation of sums of records in this sequence under the optimal choice of the corresponding variable $X_k$ (instead of $X_1$) as the initial record value.
Key words and phrases: record times, record values, sums of record values, expected number of records, uniform distribution, optimal choice problem.
Received: 12.10.2017
Document Type: Article
UDC: 519.2
Language: Russian
Citation: I. V. Bel'kov, V. B. Nevzorov, “On one problem of the optimal choice of record values”, Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, POMI, St. Petersburg, 2017, 30–37
Citation in format AMSBIB
\Bibitem{BelNev17}
\by I.~V.~Bel'kov, V.~B.~Nevzorov
\paper On one problem of the optimal choice of record values
\inbook Probability and statistics. Part~26
\serial Zap. Nauchn. Sem. POMI
\yr 2017
\vol 466
\pages 30--37
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6538}
Linking options:
  • https://www.mathnet.ru/eng/znsl6538
  • https://www.mathnet.ru/eng/znsl/v466/p30
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:184
    Full-text PDF :71
    References:26
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024