Distribution-free bounds for expectations of increments of records

DOI10.1016/j.jspi.2004.01.010zbMath1065.62089OpenAlexW2057768126MaRDI QIDQ1781508

Katarzyna Danielak

Publication date: 27 June 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.01.010

zbMATH Keywords

Hölder's inequalitySharp boundMonotone failure rateMoriguti's inequalityProjection methodMonotone densityRecord

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (10)

Conditions for finiteness and bounds on moments of record values from iid continuous life distributions ⋮ Upper and lower bounds on the variances of linear combinations of thekth records ⋮ Lower bounds on the expectations of upper record values ⋮ Prediction of \(k\)\,th records ⋮ Sharp bounds on expectations of \(k\)th record spacings from restricted families ⋮ Maximum variance of \(k\)th records ⋮ Best Bounds ofkth Records from Bounded Samples ⋮ Unnamed Item ⋮ On maximum variance ofkth records ⋮ Optimal upper bounds on expected kth record values from IGFR distributions

Cites Work

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• Bounds based on greatest convex minorants for moments of record values
• Projection bounds on expectations of record statistics from restricted families
• Projection \(P\)-norm bounds on the moments of \(K\)th record increments
• Projection method for moment bounds on order statistics from restricted families
• ON THE EXPECTED VALUES OF RECORD VALUES¹
• Evaluating improvements of records
• On the moments of record values
• SHARP BOUNDS FOR THE MEAN OFkTH RECORD VALUE
• A Modification of Schwarz's Inequality with Applications to Distributions
• Projecting statistical functionals

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