The asymptotic joint normality of the numbers of upper records, lower records and inversions in a random sequence
-
Published:2003-03
Issue:1
Volume:40
Page:257-263
-
ISSN:0021-9002
-
Container-title:Journal of Applied Probability
-
language:en
-
Short-container-title:Journal of Applied Probability
Author:
Chao Chern-Ching,Chen Yi-Liang,Cheng Wei-Hou
Abstract
We derive the asymptotic joint normality, by a martingale approach, for the numbers of upper records, lower records and inversions in a random sequence.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference18 articles.
1. Record Values and Maxima
2. On the joint distribution of the random variables ‘number of inversions’ and ‘number of outstanding variables’ in a randomly arranged sequence;Katzenbeisser;Statist. Hefte,1988
3. On the joint distribution of the number of upper and lower records and the number of inversions in a random sequence
4. Record values and inter-record times
5. Distribution-free tests in time-series based on the breaking of records;Foster;J. R. Statist. Soc. B,1954