This article is cited in 6 papers

Short Communications

Linear prediction of weak records: The discrete case

J. López-Blázquez

University of Seville

Abstract: We characterize the family of discrete distributions for which the best mean square error predictor of a future weak record is a linear function of a past or observed weak record.

Keywords: records, weak records, conditional expectation, mean square error, linear predictors negative hypergeometric distributions, geometric distribution.

Received: 02.03.2000

Language: English

DOI: 10.4213/tvp262

 English version: Theory of Probability and its Applications, 2004, 48:4, 718–723

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