Prediction of kth records

Monika Klimczak

Statistics & Probability Letters, 2006, vol. 76, issue 2, 117-127

Abstract: We consider a sequence of independent identically distributed random variables with a continuous distribution function and evaluate the expectations of future kth records values based on the sequence under the condition that some previous ones are known. The bound is expressed in terms of quantiles and absolute moments centered about the quantiles of the parent distribution.

Keywords: kth; record; Quantile; Conditional; expectation; Holder; inequality; Bound (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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