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On the distribution of records in a finite sequence of observations, with an application to a road traffic problem
Probability distributions relating to the number and positions of lower records in a finite sequence of observations are obtained by methods involving the permutation of ranks. Some new results, and results of earlier authors, are expressed in a form thought to be useful for direct practical applica...
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Published in: | Journal of applied probability 1973-09, Vol.10 (3), p.556-571 |
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Main Authors: | , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | Probability distributions relating to the number and positions of lower records in a finite sequence of observations are obtained by methods involving the permutation of ranks. Some new results, and results of earlier authors, are expressed in a form thought to be useful for direct practical applications. Expressions are also given for the distribution of the length of a ‘record run’, which consists of the observations following and including a given record either up to the next record, or, if a further record does not occur, up to the end of the sequence of observations. This quantity, whose distribution is closely related to that of the inter-record time, has a direct and simple application to road traffic leaving a signal which has been confirmed by experimental observation. |
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ISSN: | 0021-9002 1475-6072 |
DOI: | 10.2307/3212776 |