Exact distribution and Fisher information of weak record values

A. V. Stepanov, N. Balakrishnan and Glenn Hofmann

Statistics & Probability Letters, 2003, vol. 64, issue 1, 69-81

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.

Keywords: Weak; record; values; Fisher; information; Geometric; distribution; Pascal; distribution; Poisson; distribution (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (10)

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