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Partial orders and minimization of records in a sequence of independent random variables

Part of: Nonparametric inference

Published online by Cambridge University Press:  14 July 2016

Raúl Gouet  and
Jaime San Martín
Raúl Gouet*
Affiliation:
Universidad de Chile
Jaime San Martín*
Affiliation:
Universidad de Chile
*
∗Postal address: Departamento de Ingeniería Matemática, Universidad de Chile, Casilla 170/3, Santiago, Chile.
∗Postal address: Departamento de Ingeniería Matemática, Universidad de Chile, Casilla 170/3, Santiago, Chile.
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Abstract

Given independent random variables X1,…,Xn, with continuous distributions F1,…,Fn, we investigate the order in which these random variables should be arranged so as to minimize the number of upper records. We show that records are stochastically minimized if the sequence F1,…,Fn decreases with respect to a partial order, closely related to the monotone likelihood ratio property. Also, the expected number of records is shown to be minimal when the distributions are comparable in terms of a one-sided hazard rate ordering. Applications to parametric models are considered.

Keywords

Recordsorderings on distributions

MSC classification

Primary: 62G30: Order statistics; empirical distribution functions
Type
Research Papers
Information
Journal of Applied Probability , Volume 36 , Issue 4 , December 1999 , pp. 965 - 973
Copyright
Copyright © Applied Probability Trust 1999 

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Footnotes

Partial funding provided by grants FONDECYT and FONDAP in Applied Mathematics.

References

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