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On descents after maximal values in samples of discrete random variables. / Yakubovich, Y.

в: Statistics and Probability Letters, Том 105, 2015, стр. 203-208.

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Harvard

Yakubovich, Y 2015, 'On descents after maximal values in samples of discrete random variables', Statistics and Probability Letters, Том. 105, стр. 203-208. https://doi.org/10.1016/j.spl.2015.06.020

APA

Yakubovich, Y. (2015). On descents after maximal values in samples of discrete random variables. Statistics and Probability Letters, 105, 203-208. https://doi.org/10.1016/j.spl.2015.06.020

Vancouver

Yakubovich Y. On descents after maximal values in samples of discrete random variables. Statistics and Probability Letters. 2015;105:203-208. https://doi.org/10.1016/j.spl.2015.06.020

Author

Yakubovich, Y. / On descents after maximal values in samples of discrete random variables. в: Statistics and Probability Letters. 2015 ; Том 105. стр. 203-208.

BibTeX

@article{e10d9c83eaa84cdfa6ea9962259778cd,
title = "On descents after maximal values in samples of discrete random variables",
abstract = "{\textcopyright} 2015 Elsevier B.V. We show that the expected value of the descent after the first maximum in a sample of i.i.d.discrete random variables, as the sample size grows, behaves asymptotically up to vanishing terms as the expectation of the maximal value minus the expectation of a sampled random variable, provided the latter is finite. We also show that the expected value after the last maximum exhibits the same behaviour, although it is in general slightly bigger in mean.",
author = "Y. Yakubovich",
year = "2015",
doi = "10.1016/j.spl.2015.06.020",
language = "English",
volume = "105",
pages = "203--208",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - On descents after maximal values in samples of discrete random variables

AU - Yakubovich, Y.

PY - 2015

Y1 - 2015

N2 - © 2015 Elsevier B.V. We show that the expected value of the descent after the first maximum in a sample of i.i.d.discrete random variables, as the sample size grows, behaves asymptotically up to vanishing terms as the expectation of the maximal value minus the expectation of a sampled random variable, provided the latter is finite. We also show that the expected value after the last maximum exhibits the same behaviour, although it is in general slightly bigger in mean.

AB - © 2015 Elsevier B.V. We show that the expected value of the descent after the first maximum in a sample of i.i.d.discrete random variables, as the sample size grows, behaves asymptotically up to vanishing terms as the expectation of the maximal value minus the expectation of a sampled random variable, provided the latter is finite. We also show that the expected value after the last maximum exhibits the same behaviour, although it is in general slightly bigger in mean.

U2 - 10.1016/j.spl.2015.06.020

DO - 10.1016/j.spl.2015.06.020

M3 - Article

VL - 105

SP - 203

EP - 208

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

ER -

ID: 3975957