首页 | 本学科首页   官方微博 | 高级检索  
     


Lower bounds on the expectations of upper record values
Authors:Agnieszka Goroncy  Tomasz Rychlik
Affiliation:a Nicolaus Copernicus University, Chopina 12/18, 87100 Toruń, Poland
b Institute of Mathematics, Polish Academy of Sciences and Nicolaus Copernicus University, Chopina 12/18, 87100 Toruń, Poland
Abstract:For infinite sequences of independent random variables with identical continuous distributions, we establish optimal lower bounds on the deviations of the expectations of record values from population means in units generated by the central absolute moments of various orders. The bounds are non-negative for the classic record values, and non-positive for the other kth records with k?2. We also provide analogous bounds for the record increments.
Keywords:kth record value   kth record increment   Optimal lower bound
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号