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SHARP BOUNDS FOR THE MEAN OF kTH RECORD VALUE
Journal article   Peer reviewed

SHARP BOUNDS FOR THE MEAN OF kTH RECORD VALUE

Mohammad Z. Raqab and Tomasz Rychlik
Communications in statistics. Theory and methods, Vol.31(11), pp.1927-1937
01/01/2002

Abstract

AMS Subject Classification: 62G30 Hölder inequality Moriguti monotone approximation Record statistics Sharp bound
We present optimal bounds for the moments of k-record statistics expressed in terms of scale units generated by absolute central population moments of different orders. The bounds are based on the Moriguti monotone approximations combined with the Hölder inequality. We determine the distributions for which the bounds are attained. The results are also numerically compared with other classical bounds.

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