Waiting times of exceedances in random threshold models. (English) Zbl 1156.62305
Summary: Waiting time distributions associated with a sequence of binary trials have been widely studied and applied in various areas of probability and statistics. We study simple and compound waiting time random variables associated with random threshold models which make the elements of the sequence dependent. The exact distributions are derived and the results are illustrated for random thresholds based on order statistics.
MSC:
| 62E15 | Exact distribution theory in statistics |
| 62G30 | Order statistics; empirical distribution functions |
References:
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