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Sharp bounds on expectations of second record increments from decreasing density families
Journal article   Peer reviewed

Sharp bounds on expectations of second record increments from decreasing density families

Mohammad Z. Raqab
Journal of statistical planning and inference, Vol.137(4), pp.1291-1301
01/04/2007
DOI: https://doi.org/10.1016/j.jspi.2006.02.008

Abstract

Bound Decreasing density Projection Record increments Record statistics
In this paper, we derive sharp upper bounds on expectations of non-adjacent increments of second record statistics based on independent samples from decreasing density families of distributions. We also determine the distributions for which the bounds are attained. These bounds are based on a projection method.

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