Exact distribution and Fisher information of weak record values

We derive exact distributions of weak record values in lattice as well as non-lattice cases. We obtain the Fisher information contained in the first m weak records and the first m (strong) records from a discrete distribution. We give geometric and Poisson examples.

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Year of publication:	2003
Authors:	Stepanov, A. V. ; Balakrishnan, N. ; Hofmann, Glenn
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 1, p. 69-81
Publisher:	Elsevier
Keywords:	Weak record values Fisher information Geometric distribution Pascal distribution Poisson distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254330