Article ID Journal Published Year Pages File Type
10524980 Journal of Statistical Planning and Inference 2005 9 Pages PDF
Abstract
Assume that X1,X2,… are iid rv's with continuous cumulative distribution function and finite pth absolute moment. The aim of the paper is to present sharp upper bounds for expectations of increments of record values, measured in various scale units. We also derive the bounds in case when the parent distribution has monotone density and or monotone failure rate. The distribution functions attaining the bounds are characterized.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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