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Maximum variance of Kth records

Author

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  • Klimczak, Monika
  • Rychlik, Tomasz

Abstract

Papadatos (Ann. Inst. Statist. Math. 47 (1995) 185) provided sharp bounds for the variances of order statistics in population variance units. This paper presents similar results for the variances of kth record values.

Suggested Citation

  • Klimczak, Monika & Rychlik, Tomasz, 2004. "Maximum variance of Kth records," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 421-430, October.
    • Handle: RePEc:eee:stapro:v:69:y:2004:i:4:p:421-430
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    References listed on IDEAS

    as
    1. Nickos Papadatos, 1995. "Maximum variance of order statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(1), pages 185-193, January.
    2. Lin, G. D. & Huang, J. S., 1989. "Variances of sample medians," Statistics & Probability Letters, Elsevier, vol. 8(2), pages 143-146, June.
    3. Bassan, Bruno & Denuit, Michel & Scarsini, Marco, 1999. "Variability orders and mean differences," Statistics & Probability Letters, Elsevier, vol. 45(2), pages 121-130, November.
    4. Raqab, Mohammad Z., 1997. "Bounds based on greatest convex minorants for moments of record values," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 35-41, November.
    5. Danielak, Katarzyna & Raqab, Mohammad Z., 2004. "Sharp bounds on expectations of kth record spacings from restricted families," Statistics & Probability Letters, Elsevier, vol. 69(2), pages 175-187, August.
    6. Nickos Papadatos, 1997. "A Note on Maximum Variance of Order Statistics from Symmetric Populations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 117-121, March.
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    Citations

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    Cited by:

    1. Krzysztof Jasiński, 2018. "Relations for product moments and covariances of kth records from discrete distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(2), pages 125-141, February.
    2. Rychlik, Tomasz, 2008. "Extreme variances of order statistics in dependent samples," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1577-1582, September.
    3. 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," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 19-33, June.

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