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On One Problem of the Optimal Choice of Record Values. / Bel’kov, I. V.; Nevzorov, V. B.
в: Journal of Mathematical Sciences , Том 244, № 5, 01.02.2020, стр. 718-722.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - On One Problem of the Optimal Choice of Record Values
AU - Bel’kov, I. V.
AU - Nevzorov, V. B.
N1 - Publisher Copyright: © 2020, Springer Science+Business Media, LLC, part of Springer Nature.
PY - 2020/2/1
Y1 - 2020/2/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85077695262&partnerID=8YFLogxK
U2 - 10.1007/s10958-020-04644-0
DO - 10.1007/s10958-020-04644-0
M3 - Article
VL - 244
SP - 718
EP - 722
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 5
ER -
ID: 78395420