Article ID Journal Published Year Pages File Type
1149276 Journal of Statistical Planning and Inference 2011 12 Pages PDF
Abstract
For infinite sequences of independent random variables with identical continuous distributions, we establish optimal lower bounds on the deviations of the expectations of record values from population means in units generated by the central absolute moments of various orders. The bounds are non-negative for the classic record values, and non-positive for the other kth records with k⩾2. We also provide analogous bounds for the record increments.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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