Runs Based on Records: Their Distributional Properties and an Application to Testing for Dispersive Ordering

Narayanaswamy Balakrishnan () and Alexei Stepanov ()
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Narayanaswamy Balakrishnan: McMaster University
Alexei Stepanov: Izmir University of Economics

Methodology and Computing in Applied Probability, 2013, vol. 15, issue 3, 583-594

Abstract: Abstract Here, we study runs associated with record values. After we first discuss the distributions and moments of runs, we develop the asymptotic theory of these runs. Finally, we apply the concept of runs obtained from record values to a hypothesis testing problem.

Keywords: Runs; Records; Limit laws; Dispersive ordering; Hypothesis testing; Simulation of records; 60G70; 62G30 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s11009-011-9269-0

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