Bounds based on greatest convex minorants for moments of record values

Mohammad Z. Raqab

Statistics & Probability Letters, 1997, vol. 36, issue 1, 35-41

Abstract: Let Yk,n denote the nth k-record value (upper) of an infinite sequence of independent, identically distributed random variables with common continuous distribution function F. We derive bounds for the expected values of Yk,n based on greatest convex minorants (Moriguti's method). We also present numerical comparisons between bounds obtained by Cauchy-Schwarz inequality and Moriguti's method.

Keywords: Record; values; Cauchy-Schwarz; inequality; Greatest; convex; minorants (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (6)

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