Comparison of Records and Maxima |
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Authors: | Agnieszka Impert |
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Institution: | Nicolaus Copernicus University , Toruń, Poland |
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Abstract: | We establish best upper bounds on the expected differences of records and sample maxima, and kth records and kth maxima based on sequences of independent random variables with identical continuous distribution and finite variance. The bounds are expressed in terms of the standard deviation units of the parent distribution. We also provide conditions for attaining the bounds. |
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Keywords: | Bound Maximum kth maximum kth record Moriguti inequality Record |
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