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Current records and record range with some applications
H. M. Barakat,E.M.NIGM,R.A. Aldallal 한국통계학회 2014 Journal of the Korean Statistical Society Vol.43 No.2
In a sequence of independent and identically distributed (iid) random variables, theupper (lower) current records and record range are studied. We derive general recurrencerelations between the single and product moments for the upper and lower currentrecords based on Weibull and positive Weibull distributions, as well as Pareto and negativePareto distributions, respectively. Moreover, some asymptotic results for general currentrecords are established. In addition, a recurrence relation and an explicit formula forthe moments of record range based on the exponential distribution are given. Finally,numerical examples are presented to illustrate and corroborate theoretical results.