Volume 4, Issue 1 (March 2005)                   JIRSS 2005, 4(1): 21-34 | Back to browse issues page

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Abstract:   (6738 Views)
We consider a sequence of independent and identicaly distributed (iid) random variables with absolutely continuous distribution function F(x) and probability density function (pdf) f(x). Let Rnl be the largest observation after observing nth record and R(ns) be the smallest observation after observing the nth record. Then we say Wnr = Rnl− R(ns), n > 1, as the nth record range. We will consider some distributional properties of Wnr when f(x) = 1.
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Subject: 60: Probability theory and stochastic processes
Received: 2011/10/22 | Accepted: 2015/09/12