Title : ( On study of stopping time based on record process )
Authors: Masoumeh Lake , Massoumeh Fashandi , Jafar Ahmadi ,
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Abstract
Near-records in a sequence of random variables {Xn,n ≥ 1}, are observations that fall into a random interval. They can be considered as insurance claims with values close to record claims. In this paper, we introduce the stopping time based on the number of observations near the record. The limit behaviour and monotonicity properties of the proposed stopping times are studied. It is shown that the parent distribution can be uniquely determined on the basis of this new concept
Keywords
, Record value, record range, near-record observation, completeness property, stopping time
@inproceedings{paperid:1036200,
author = {Lake, Masoumeh and Fashandi, Massoumeh and Ahmadi, Jafar},
title = {On study of stopping time based on record process},
booktitle = {The 9th Seminar on Probability and Stochastic Processes},
year = {2013},
location = {زاهدان, IRAN},
keywords = {Record value; record range; near-record observation; completeness property; stopping time},
}
%0 Conference Proceedings
%T On study of stopping time based on record process
%A Lake, Masoumeh
%A Fashandi, Massoumeh
%A Ahmadi, Jafar
%J The 9th Seminar on Probability and Stochastic Processes
%D 2013
