记录值中的随机序与年龄性质

Stochastic orders and aging properties on record values

研究记录值中的随机序与年龄性质.证明了任何通过两个分布函数的行为所定义的随机序,均可以被它们相应的记录值所保持,而两个随机变量之间的剩余财富序,可以导致其相应记录值序列的平均连续增量的序关系.也讨论了k-记录值的连续增量的年龄性质.

This paper studies stochastic orders and aging properties of record values. Any stochastic order on two underlying distributions defined only through the behavior of their distribution functions is proved to be inherited by the usual record values. It is also shown that the expected consecutive increment of usual record values preserves the excess wealth order of the underlying distributions. Aging behaviors of the consecutive increments of a sequence of k-record values are investigated as well.