Accession Number:

AD0645831

Title:

ON OUTSTANDING VALUES IN A SEQUENCE OF RANDOM VARIABLES,

Descriptive Note:

Corporate Author:

PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS

Personal Author(s):

• Tata,Mahabanoo N.

Report Date:

1967-01-01

Pagination or Media Count:

39.0

Abstract:

The report considers a sequence X sub n, n or 1 of independent, identically distributed and absolutely continuous random variables. X sub j is called an outstanding value in the sequence X sub n if X sub j max X sub 1, . . . . , X sub j - 1. By convention X sub 1 is outstanding. Let L sub 0 1 and n or 1 define L sub n min jj L sub n-1, X sub j is outstanding, delta sub n L sub n - L sub n-1.

Descriptors:

• (*RANDOM VARIABLES
• *SEQUENCES(MATHEMATICS))
• REAL NUMBERS
• DISTRIBUTION FUNCTIONS
• INEQUALITIES
• SERIES(MATHEMATICS)
• EXPONENTIAL FUNCTIONS
• STOCHASTIC PROCESSES

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE