Journal article
Exact distribution and Fisher information of weak record values
Abstract
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.
Authors
Stepanov AV; Balakrishnan N; Hofmann G
Journal
Statistics & Probability Letters, Vol. 64, No. 1, pp. 69–81
Publisher
Elsevier
Publication Date
August 2003
DOI
10.1016/s0167-7152(03)00132-9
ISSN
0167-7152