Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524980 | Journal of Statistical Planning and Inference | 2005 | 9 Pages |
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
Katarzyna Danielak,