Relations for product moments and covariances of kth records from discrete distributions

Krzysztof Jasiński ()
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Krzysztof Jasiński: Nicolaus Copernicus University

Metrika: International Journal for Theoretical and Applied Statistics, 2018, vol. 81, issue 2, No 2, 125-141

Abstract: Abstract The aim of this paper is to establish recurrence relations satisfied by product moments and covariances of kth records arising from discrete distributions. They will be evaluated for geometric underlying distribution. Then we use these results to obtain formulas for correlation coefficients of geometric kth records. We consider all three known types of kth records: strong, ordinary, and weak.

Keywords: Product moments; Covariances; Correlation coefficients; Strong; ordinary and weak kth records; Geometric distribution (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s00184-017-0637-9

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