Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149276 | Journal of Statistical Planning and Inference | 2011 | 12 Pages |
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
Agnieszka Goroncy, Tomasz Rychlik,