Exact distribution and Fisher information of weak record values

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Abstract

We derive exact distributions of weak record values in lattice as well as non-lattice cases. We obtain the Fisher information contained in the first m weak records and the first m (strong) records from a discrete distribution. We give geometric and Poisson examples. © 2003 Elsevier B.V. All rights reserved.

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Stepanov, A. V., Balakrishnan, N., & Hofmann, G. (2003). Exact distribution and Fisher information of weak record values. Statistics and Probability Letters, 64(1), 69–81. https://doi.org/10.1016/S0167-7152(03)00132-9

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