Maximum variance of Kth records

Monika Klimczak and Tomasz Rychlik

Statistics & Probability Letters, 2004, vol. 69, issue 4, 421-430

Abstract: Papadatos (Ann. Inst. Statist. Math. 47 (1995) 185) provided sharp bounds for the variances of order statistics in population variance units. This paper presents similar results for the variances of kth record values.

Keywords: Variance; Hoeffding's; identity; Kth; record; Order; Statistic; Sharp; bound (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (3)

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