SHARP BOUNDS FOR EXPECTATIONS OF kTH RECORD INCREMENTS |
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| Authors: | Katarzyna Danielak Mohammad Z. Raqab |
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| Affiliation: | Polish Academy of Sciences;University of Jordan |
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| Abstract: | This paper presents sharp bounds for expectations of non‐adjacent increments of kth record statistics, measured in various scale units, for a sequence of independent identically distributed random variables with continuous cumulative distribution function. The results for kth record spacings are considered as special cases. The paper also characterizes probability distributions for which the bounds are attained. |
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| Keywords: | Hölder's inequality kth record Moriguti's inequality sharp bound |
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