Records from a multivariate normal sample

Alexander V. Gnedin

Statistics & Probability Letters, 1998, vol. 39, issue 1, 11-15

Abstract: 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: primary 60G70

Keywords: Multivariate; records; Normal; distribution (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (10)

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