Evaluating improvements of records
Applicationes Mathematicae, Tome 24 (1997) no. 3, pp. 315-324
We evaluate the extreme differences between the consecutive expected record values appearing in an arbitrary i.i.d. sample in the standard deviation units. We also discuss the relevant estimates for parent distributions coming from restricted families and other scale units.
DOI :
10.4064/am-24-3-315-324
Keywords:
monotone failure rate, monotone failure probability, record value, projection, sharp bound, variance, central absolute moment, independent identically distributed variables
@article{10_4064_am_24_3_315_324,
author = {Tomasz Rychlik},
title = {Evaluating improvements of records},
journal = {Applicationes Mathematicae},
pages = {315--324},
year = {1997},
volume = {24},
number = {3},
doi = {10.4064/am-24-3-315-324},
zbl = {0883.62019},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-24-3-315-324/}
}
Tomasz Rychlik. Evaluating improvements of records. Applicationes Mathematicae, Tome 24 (1997) no. 3, pp. 315-324. doi: 10.4064/am-24-3-315-324
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