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臺灣博碩士論文加值系統

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研究生:卓世明
研究生(外文):Shyh-Ming Jwo
論文名稱:一些記錄值之性質的研究
論文名稱(外文):A Study of Some Properties of Two-sided Record Values
指導教授:黃文璋黃文璋引用關係
指導教授(外文):Wen-Jang Huang
學位類別:碩士
校院名稱:國立中山大學
系所名稱:應用數學系
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
畢業學年度:87
語文別:英文
論文頁數:21
中文關鍵詞:高記錄值低記錄值雙邊記錄值極限分佈雙邊記錄時間雙邊記錄時間差記錄值記錄時間記錄時間差。
外文關鍵詞:Upper record valueslower record valuestwo-sided record valuesasymtotic distributiontwo-sided record timestwo-sided inter-record timesrecordsrecord timesinter-record times.
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在本論文,我們同時考慮高記錄值和低記錄值,即所謂的雙邊記錄值。我們給出雙邊記錄值個數的分佈和極限分佈。此外並探討雙邊記錄值發生時間的分佈及其相關的極限分佈,以及前後記錄時間差之尾端分佈。

In this work, we consider both the upper record values and lower record values, the so-called two-sided record values. we study the exact and asymtotic distributions of the number of two-sided record values. Also we investigate the exact distribution and relative asymptotic distribution of the two-sided record times. Finally, we give the tail distribution of the two-sided inter-record times.

Abstract................................................................................................... ii
1.Introduction............................................................................................1
2.Results for two-sided record values ..................................................... 3
2.1. Some results of the number of two-sided record values................ 4
2.2. Some results of the two-sided record times................................... 8
3.An example......................................................................................... 12
Appendix................................................................................................ 13
References............................................................................................... 20

Chandler, K. N. (1952), The distribution and frequence of record values, J. R. Statist. Soc. Ser.B , 220-228.
Chandler, K. N. (1952), The distribution and frequence of record values, J. R. Statist. Soc. Ser.B 14, 220-228.
Foster, F. G. and Stuart, A. (1954), Distribution-free test in time-series based on the breaking of records, J. R. Statist. Soc. Ser.B 14, No.1, 1-22.
Glick, N. (1978), Breking records and breaking boards, {\it Amer. math. Mon.} {\bf 85}, {\bf No}.1 , 2-26.
Galambos, J. (1978), The asymptotic theory of extreme order statistics. John Wiley & Sons, New York.
Shorrock, R. W. (1972a), A limit theorem for inter-record times, J. Appl. Prob. 9, 219-223.
Shorrock, R. W. (1972b), On record values and record times, J. Appl. Prob. 9, 316-326.
Shiryayev, A. N. (1996), {\it Probability}, Springer-Verlag, New York.
Loe've, M. (1978), Probability throey, vol I. Springer-Verlag, New York.
Weissman, I. (1995), Records from a power model of indepent observations, J. Appl. Prob. 32, 982-990.

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