A dependent F[alpha]-scheme

Rocco Ballerini

Statistics & Probability Letters, 1994, vol. 21, issue 1, 21-25

Abstract: A dependent sequence of random variables {Xn} is constructed so that the marginal distribution of Xi is F[alpha]i for some continuous cdf F and some sequence {[alpha]n}. This generalizes the so-called F[alpha]-scheme considered by Nevzorov (1985, 1986) and Pfeifer (1989, 1991). The finite-dimensional distribution of the process is constructed through a specific Archimedean copula which allows the sequence to share many of the properties of an ordinary F[alpha]-scheme, such as independence among the maxima and record indicators, without embedding the successive maxima in an extremal process. This construction leads to a secretary problem with dependent ratings.

Keywords: Extremal; process; Archimedean; copula; Secretary; problem (search for similar items in EconPapers)
Date: 1994
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