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A Note on the Distribution of the Time of the First k-Record Index

Published online by Cambridge University Press:  27 July 2009

Mitsushi Tamaki
Mitsushi Tamaki
Affiliation:
Faculty of Business Administration, Aichi University, Miyoshi, Aichi, Japan
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Abstract

We explicitly give the probability mass function and the probability generating function of the first k-record index for a sequence of independent and identically distributed random variables that take on a finite set of possible values. We also compute its factorial moments.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 12 , Issue 3 , July 1998 , pp. 321 - 323
Copyright
Copyright © Cambridge University Press 1998

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References

1.Adler, I. & Ross, S.M. (1997). Distribution of the time of the first k-record. Probability in the Engineering and Informational Sciences 11: 273–278.CrossRefGoogle Scholar
2.Ross, S.M. (1997). Introduction to probability models, 6th ed.New York: Academic Press.Google Scholar