Multivariate records based on dominance
Statistics Theory
2010-04-01 v1 Probability
Statistics Theory
Abstract
We consider three types of multivariate records in this paper and derive the mean and the variance of their numbers for independent and uniform random samples from two prototype regions: hypercubes and -dimensional simplex. Central limit theorems with convergence rates are established when the variance tends to infinity. Effective numerical procedures are also provided for computing the variance constants to high degree of precision.
Cite
@article{arxiv.1003.6119,
title = {Multivariate records based on dominance},
author = {Hsien-Kuei Hwang and Tsung-Hsi Tsai},
journal= {arXiv preprint arXiv:1003.6119},
year = {2010}
}