Independent random variables X1, X2,.. , Xn having U([0, 1])-uniform distribution and upper record values in this set are considered. We study the problem of maximizing (taking into account some consecutively observed values x1, x2,.. , xk of these X’s) the expectation of sums of records in this sequence under the optimal choice of the corresponding variable Xk (instead of X1) as the initial record value.

Original languageEnglish
Pages (from-to)718-722
Number of pages5
JournalJournal of Mathematical Sciences
Volume244
Issue number5
DOIs
StatePublished - 1 Feb 2020

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

ID: 78395420