Margaret Archibald ; Arnold Knopfmacher
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The average position of the first maximum in a sample of geometric random variables
dmtcs:3523 -
Discrete Mathematics & Theoretical Computer Science,
January 1, 2007,
DMTCS Proceedings vol. AH, 2007 Conference on Analysis of Algorithms (AofA 07)
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https://doi.org/10.46298/dmtcs.3523
The average position of the first maximum in a sample of geometric random variablesArticle
Authors: Margaret Archibald 1; Arnold Knopfmacher 2
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Margaret Archibald;Arnold Knopfmacher
1 Department of Mathematics and Applied Mathematics [Cape Town]
2 The John Knopfmacher Centre for Applicable Analysis and Number Theory [Johannesburg]
We consider samples of n geometric random variables $(Γ _1, Γ _2, \dots Γ _n)$ where $\mathbb{P}\{Γ _j=i\}=pq^{i-1}$, for $1≤j ≤n$, with $p+q=1$. The parameter we study is the position of the first occurrence of the maximum value in a such a sample. We derive a probability generating function for this position with which we compute the first two (factorial) moments. The asymptotic technique known as Rice's method then yields the main terms as well as the Fourier expansions of the fluctuating functions arising in the expected value and the variance.
MARGARET ARCHIBALD;ARNOLD KNOPFMACHER, 2014, The Largest Missing Value in a Sample of Geometric Random Variables, Combinatorics Probability Computing, 23, 5, pp. 670-685, 10.1017/s096354831400011x.
Margaret Archibald;Arnold Knopfmacher, 2008, The average position of the dth maximum in a sample of geometric random variables, Statistics & Probability Letters, 79, 7, pp. 864-872, 10.1016/j.spl.2008.11.008.