Lower bounds on the expectations of upper record values |
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Authors: | Agnieszka Goroncy Tomasz Rychlik |
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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 |
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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. |
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Keywords: | kth record value kth record increment Optimal lower bound |
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