Abstract
Let
Y
k,
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
Y
k,
n
based on greatest convex minorants (Moriguti's method). We also present numerical comparisons between bounds obtained by Cauchy-Schwarz inequality and Moriguti's method.