Abstract #301458

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JSM 2003 Abstract #301458
Activity Number: 49
Type: Contributed
Date/Time: Sunday, August 3, 2003 : 4:00 PM to 5:50 PM
Sponsor: Section on Statistics & the Environment
Abstract - #301458
Title: Number of Records in a Bivariate Sample with Application to Missouri River Flood Data
Author(s): Pankaj K. Choudhary*+ and Haikady N. Nagaraja
Companies: University of Texas, Dallas and Ohio State University
Address: Dept. of Math Sciences, Richardson, TX, 75083,
Keywords: bivariate normal distribution ; Copula function ; Farlie-Gumbel-Morgenstern distribution ; moments
Abstract:

We consider two types of records for a sequence of observations from a bivariate absolutely continuous distribution, depending on whether a univariate record is established in both or in at least one of the components. We examine the distributional properties of the associated univariate and bivariate record indicators. In particular, we obtain expressions for the correlation between the number of component records and the first two moments of the number of bivariate records in a finite random sample. These are evaluated for the Farlie-Gumbel-Morgenstern and bivariate normal distributions. We also explore the large sample properties of these moments. Finally, we use these results to predict the number of record annual floods at two sites along the Missouri River during the next 50 years.

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