Bounds based on greatest convex minorants for moments of record values

✍ Scribed by Mohammad Z. Raqab

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 297 KB
• Volume: 36
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(97)00046-1

✦ Synopsis

Let Yk,n denote the nth k-record value (upper) of an infinite sequence of independent, identically distributed random variables with common continuous distribution function F. We derive bounds for the expected values of Yk., based on greatest convex minorants (Moriguti's method). We also present numerical comparisons between bounds obtained by Cauchy-Schwarz inequality and Moriguti's method.