Record Values and Maxima

Testing Exponentiality Based on Record Values

We introduce a goodness of fit test for exponentiality based on record values. The critical points and powers for some alternatives are obtained by simulation.

Future record values prediction in exponential distribution

According to the first nth observations of the upper record from exponential distribution, in this article, we can compute maximum likelihood estimation of this distribution parameter. We, then, concentrate on point prediction of the future upper record values in exponential distribution based both on classic and Bayes approaches and second degree and linex loss functions.We, ultimately, de...

Greedy Lattice Animals: Negative Values and Unconstrained Maxima

The Spacings of Record Values

Let {Ri; i ≥ 1} be the sequence of record values generated from a sequence of i.i.d. continuous random variables, coming from a big class of distributions in the exponential family. In this paper we study the behavior of k-spacings of Ri, that is, Rk+i−Ri for i ≥ 1. We show that, under certain conditions, a normalized k-spacings empirically converges to a Gamma distribution. Counter examples sh...

Non-Additive Entropy Measure and Record Values

Non-additive entropy measures are important for many applications. We study Havrda and Charvat entropy for record values and have shown that this characterizes the underlying distribution function uniquely. Also the non-additive entropy of record values has been derived in case of some specific distributions. Further we propose a generalized residual entropy measure for record value.