Details

Autor(en) / Beteiligte

• Bel’kov, I. V.
• Nevzorov, V. B.

Titel

On One Problem of the Optimal Choice of Record Values

Ist Teil von

• Journal of mathematical sciences (New York, N.Y.), 2020-02, Vol.244 (5), p.718-722

Ort / Verlag

New York: Springer US

Erscheinungsjahr

2020

Link zum Volltext

Quelle

SpringerLink (Online service)

Beschreibungen/Notizen

• Independent random variables X 1 , X 2 , . . . , X n having U ([0, 1])-uniform distribution and upper record values in this set are considered. We study the problem of maximizing (taking into account some consecutively observed values x 1 , x 2 , . . . , 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.