On descents after maximal values in samples of discrete random variables

被引:2
|
作者
Yakubovich, Yu. [1 ]
机构
[1] St Petersburg State Univ, Fac Math & Mech, St Petersburg 198504, Russia
关键词
Asymptotic approximation; Maximum; Descent;
D O I
10.1016/j.spl.2015.06.020
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We show that the expected value of the descent after the first maximum in a sample of i.i.d. discrete random variables, as the sample size grows, behaves asymptotically up to vanishing terms as the expectation of the maximal value minus the expectation of a sampled random variable, provided the latter is finite. We also show that the expected value after the last maximum exhibits the same behaviour, although it is in general slightly bigger in mean. (C) 2015 Elsevier B.V. All rights reserved.
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页码:203 / 208
页数:6
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