Correlations between functions of records can be negative

H. N. Nagaraja and V. B. Nevzorov

Statistics & Probability Letters, 1996, vol. 29, issue 2, 95-100

Abstract: For a continuous parent distribution, we show that while correlation between functions of successive record values is always nonnegative, it can be negative if the record values are nonconsecutive. For a discrete parent, even for the successive record values, this correlation can be negative.

Keywords: Order; statistics; Record; values; Laguerre; orthogonal; polynomials; Inequalities; Covariance (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (1)

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