Number of Records in a Bivariate Sample with Application to Missouri River Flood Data

H. N. Nagaraja, Pankaj K. Choudhary and N. Matalas
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H. N. Nagaraja: Ohio State University
Pankaj K. Choudhary: University of Texas at Dallas

Methodology and Computing in Applied Probability, 2002, vol. 4, issue 4, 377-391

Abstract: Abstract For a sequence of observations from a bivariate absolutely continuous distribution, two types of records are considered depending on whether a univariate record is established in both or in at least one of the components. The distributional properties of the associated univariate and bivariate record indicators are examined. Correlation between the number of component records and the first two moments of the number of bivariate records in a finite random sample are obtained. These are evaluated for the Farlie-Gumbel-Morgenstern and bivariate normal distributions. Large sample properties of these moments are explored. Our results are used to predict the number of record annual floods at two sites along the Missouri river during the next 50 years.

Keywords: bivariate normal distribution; copula function; Farlie-Gumbel-Morgenstern distribution; moments (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1023566518047

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