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SHARP BOUNDS FOR EXPECTATIONS OF k TH RECORD INCREMENTS
Author(s) -
Danielak Katarzyna,
Raqab Mohammad Z.
Publication year - 2004
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2004.00361.x
Subject(s) - mathematics , independent and identically distributed random variables , random variable , cumulative distribution function , sequence (biology) , statistics , scale (ratio) , function (biology) , combinatorics , probability density function , geography , cartography , evolutionary biology , biology , genetics
Summary This paper presents sharp bounds for expectations of non‐adjacent increments of k th record statistics, measured in various scale units, for a sequence of independent identically distributed random variables with continuous cumulative distribution function. The results for k th record spacings are considered as special cases. The paper also characterizes probability distributions for which the bounds are attained.