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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 language | English |
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Pages (from-to) | 718-722 |
Number of pages | 5 |
Journal | Journal of Mathematical Sciences |
Volume | 244 |
Issue number | 5 |
DOIs | |
State | Published - 1 Feb 2020 |
ID: 78395420