Maximum variance of \(k\)th records

DOI10.1016/j.spl.2004.06.038zbMath1075.62038OpenAlexW2050119609MaRDI QIDQ1771480

Monika Klimczak, Tomasz Rychlik

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.038

zbMATH Keywords

VarianceTablesSharp bound\(K\)th recordHoeffding's identityOrder Statistic

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (7)

Bounds on Variances of Lifetimes of Coherent and Mixed Systems ⋮ Characterizations of geometric distributions based onkth record values ⋮ Upper and lower bounds on the variances of linear combinations of thekth records ⋮ Extreme variances of order statistics in dependent samples ⋮ Relations for product moments and covariances of \(k\)th records from discrete distributions ⋮ On maximum variance ofkth records ⋮ Prediction of \(k\)-records from a general class of distributions under balanced type loss functions

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• A Modification of Schwarz's Inequality with Applications to Distributions

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