On record values and the exponent of a distribution with regularly varying upper tail
Keyword(s):
Let {Xn, n ≧ 1} be an i.i.d. sequence of positive random variables with a continuous distribution function having a regularly varying upper tail. Denote by {X(n), n ≧ 1} the corresponding sequence of record values. We introduce two statistics based on the sequence of successive record values and investigate their asymptotic behaviour. We also give some numerical results.
1992 ◽
Vol 29
(03)
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pp. 575-586
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1970 ◽
Vol 7
(02)
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pp. 432-439
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2005 ◽
Vol 37
(03)
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pp. 765-780
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2005 ◽
Vol 37
(3)
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pp. 765-780
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1991 ◽
Vol 4
(1)
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pp. 1-27
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