On the number of near-records after the maximum observation in a continuous sample

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Abstract

{X-n, n greater than or equal to 1} are independent and identically distributed random variables with continuous distribution function F(x). For j = 1,..., n, X-j is called a near-record up to time n if X-j is an element of (M-n-a, M-n], where M-n = max(1 less than or equal to j less than or equal to n){X-j} and a is a positive constant. Let Z(n)(a) denote the number of near-records after, and including the maximum observation of the sequence. In this paper, the distributional results of Z(n)(a) are considered and its asymptotic behaviours are studied.
Original languageEnglish
Pages (from-to)673-686
JournalCommunications in Statistics-Theory and Methods
Volume27
Issue number3
Publication statusPublished - 1998

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