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- Title
On-Line Selection of c-Alternating Subsequences from a Random Sample.
- Authors
Chen, Robert W.; Shepp, Larry A.; Yang, Justín Ju-Chen
- Abstract
A sequence X1 X2,...,Xn is a c-alternating sequence if any odd term is less than or equal to the next even term -c and the any even term is greater than or equal to the next odd term +c, where c is a nonnegative constant. In this paper, we present an optimal on-line procedure to select a c-alternating subsequence from a symmetric distributed random sample. We also give the optimal selection rate when the sample size goes to infinity.
- Subjects
SAMPLE size (Statistics); RANDOM variables; CLUSTER analysis (Statistics); MATHEMATICAL statistics; MULTIVARIATE analysis
- Publication
Journal of Probability & Statistics, 2013, p1
- ISSN
1687-952X
- Publication type
Article
- DOI
10.1155/2013/623183