Title of article
Lower bounds on the expectations of upper record values
Author/Authors
Goroncy، نويسنده , , Agnieszka and Rychlik، نويسنده , , Tomasz، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
12
From page
2726
To page
2737
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.
Keywords
kth record value , kth record increment , Optimal lower bound
Journal title
Journal of Statistical Planning and Inference
Serial Year
2011
Journal title
Journal of Statistical Planning and Inference
Record number
2221502
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