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Statistics & Probability Letters 1
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Records from a multivariate normal sample
Gnedin, Alexander V. - In: Statistics & Probability Letters 39 (1998) 1, pp. 11-15
Given a sequence X1, X2... of iid random vectors, call Xa a record if there is a record simultaneously in all coordinates at index n. We study the asymptotic behaviour of the probability that Xa is a record under the assumption that the underlying distribution is normal. AMS classification:...
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