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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}
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  • https://www.mathnet.ru/eng/znsl6538
  • https://www.mathnet.ru/eng/znsl/v466/p30
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