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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Volume (Year): 69 (2004)
Issue (Month): 2 (August)
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References listed on IDEAS
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- Gajek, Leslaw & Rychlik, Tomasz, 1996. "Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case," Journal of Multivariate Analysis, Elsevier, vol. 57(1), pages 156-174, April.
- Gajek, Leslaw & Rychlik, Tomasz, 1998. "Projection Method for Moment Bounds on Order Statistics from Restricted Families, : II. Independent Case," Journal of Multivariate Analysis, Elsevier, vol. 64(2), pages 156-182, February.
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