Sharp bounds on expectations of kth record spacings from restricted families
We derive sharp upper bounds on expectations of increments of consecutive kth record statistics based on independent samples from restricted families of distributions: the ones with decreasing density and failure rate. The results are obtained by means of projection method.
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Article provided by Elsevier in its journal Statistics & Probability Letters
Volume (Year): 69 (2004)Handle:
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Related researchKeywords: Bound Projection kth Record Decreasing density Decreasing failure rate
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- Jafar Ahmadi & Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian, 2009.
"Prediction of k-records from a general class of distributions under balanced type loss functions,"
Springer, vol. 70(1), pages 19-33, June.
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