Records from partial comparisons and discrete approximations
Probability
2018-06-20 v1 Statistics Theory
Statistics Theory
Abstract
In this paper we study records obtained from partial comparisons within a sequence of independent and identically distributed (i.i.d.) random variables, indexed by positive integers, with a common density~ Our main result is that if the comparison sets along a subsequence of the indices satisfy a certain compatibility property, then the corresponding record events are independent. Moreover, the record event probabilities do not depend on the density~ and we obtain closed form expressions for the distribution of~ record value for any integer~ Our proof techniques extend to the discrete case as well and we estimate the difference in record event probabilities associated with a continuous random variable~ and its discrete approximations.
Cite
@article{arxiv.1806.07357,
title = {Records from partial comparisons and discrete approximations},
author = {Ghurumuruhan Ganesan},
journal= {arXiv preprint arXiv:1806.07357},
year = {2018}
}