RECURRENCE RELATION FOR QUOTIENTS OF THE POWER DISTRIBUTION BY RECORD VALUES

  • Received : 2003.11.10
  • Published : 2004.02.28

Abstract

In this paper we establish some recurrence relations satisfied by quotient moments of upper record values from the power distribution. Let {$X_n$, $n{\geq}1$} be a sequence of independent an identically distributed random variables with a common continuous distribution function(cdf) $F(x)$ and probability density function(pdf) $f(x)$. Let $Y_n=max\{X_1,X_2,{\cdots},X_n\}$ for $n{\geq}1$. We say $X_j$ is an upper record value of {$X_n$, $n{\geq}1$}, if $Y_j$ > $Y_{j-1}$, $j$ > 1. The indices at which the upper record values occur are given by the record times {$u(n)$}, $n{\geq}1$, where $u(n)=min\{j{\mid}j>u(n-1),X_j>X_{u(n-1)},n{\geq}2\}$ and $u(1)=1$. Suppose $X{\in}POW(0,1,{\theta})$ then $$E\left(\frac{X^r_{u(m)}}{X^{s+1}_{u(n)}}\right)=\frac{\theta}{s}E\left(\frac{X^r_{u(m)}}{X^s_{u(n-1)}}\right)+\frac{(s-\theta)}{s}E\left(\frac{X^r_{u(m)}}{X^s_{u(n)}\right)\;and\;E\left(\frac{X^{r+1}_{u(m)}}{X^s_{u(n)}}\right)=\frac{\theta}{n+1}\left[E\left(\frac{X^{r+1}_{u(m-1)}}{X^s_{u(n+1)}}\right)-E\left(\frac{X^{r+1}_{u(m)}}{X^s_{u(n-1)}}\right)+\frac{r+1}{\theta}E\left(\frac{X^r_{u(m)}}{X^s_{u(n)}}\right)\right]$$.

Keywords