Improved Steffensen type bounds on expectations of record statistics

DOI10.1016/S0167-7152(01)00128-6MaRDI QIDQ5956490zbMATH OpenOpenAlexFDO

Authors L. Gajek, A. Okolewski

Publication date 27 June 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(01)00128-6

zbMATH Keywords

record statisticsSteffensen inequalityincomplete gamma-function

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 3940456 (Why is no real title available?)
• scientific article; zbMATH DE number 3527576 (Why is no real title available?)
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• scientific article; zbMATH DE number 750197 (Why is no real title available?)
• Bounds based on greatest convex minorants for moments of record values
• Relations, bounds and approximations for order statistics
• Sharp bounds on moments of generalized order statistics.

Cited in

(6)

• Inequalities for Expected Current Record Statistics
• On Steffensen inequality in \(p\)-calculus
• Projection bounds on expectations of record statistics from restricted families
• Evaluating expectations of \(L\)-statistics by the Steffensen inequality
• Generalizations of the Steffensen integral inequality for pseudo-integrals
• Improved estimators of the distribution function based on lower record values

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