×

Sharp bounds on the expectations of linear combinations of \(k\)th records expressed in the Gini mean difference units. (English) Zbl 1410.60028

Summary: We describe a method of calculating sharp lower and upper bounds on the expectations of linear combinations of \(k\)th records expressed in the Gini mean difference units of the original i.i.d. observations. In particular, we provide sharp lower and upper bounds on the expectations of \(k\)th records and their differences. We also present the families of distributions which attain the bounds in the limit.

MSC:

60E15 Inequalities; stochastic orderings
62G32 Statistics of extreme values; tail inference

References:

[1] B. C. Arnold, N. Balakrishnan, and H. N. Nagaraja, Records, Wiley, New York 1998. · Zbl 0914.60007
[2] M. Bieniek, Projection mean-variance bounds on expectations ofk th recordvalues from restricted families, Comm. Statist. Theory Methods 36 (2007), pp. 679-692. · Zbl 1118.62055
[3] K. N. Chandler, The distribution and frequency of record values, J. Roy. Statist. Soc. Ser. B 14 (1952), pp. 220-228. · Zbl 0047.38302
[4] K. Danielak, Distribution-free bounds for expectations of increments ofrecords, J. Statist. Plann. Inference 133 (2005), pp. 239-247. · Zbl 1065.62089
[5] K. Danielak and M. Z. Raqab, Sharp upper bounds for expectations ofk threcord increments, Aust. N. Z. J. Stat. 46 (2004), pp. 665-673. · Zbl 1061.62075
[6] K. Danielak and M. Z. Raqab, Sharp upper bounds on expectations ofk threcord spacings from restricted families, Statist. Probab. Lett. 69 (2004), pp. 175-187. · Zbl 1116.62347
[7] W. Dziubdziela and B. Kopociński, Limiting properties of thek th recordvalues, Zastos. Mat. 15 (1976), pp. 187-190. · Zbl 0337.60023
[8] L. Gajek and A. Okolewski, Projection bounds on expectations of recordstatistics from restricted families, J. Statist. Plann. Inference 110 (2003), pp. 97-108. · Zbl 1031.62039
[9] A. Goroncy and T. Rychlik, Lower bounds on the expectations of upperrecord values, J. Statist. Plann. Inference 141 (2011), pp. 2726-2737. · Zbl 1213.62083
[10] Z. Grudzień and D. Szynal, On the expected values ofk th record valuesand associated characterizations of distributions, in: Probability and StatisticalDecision Theory, Vol. A, F. Konecny, J. Mogyoródy, and W. Wertz (Eds.), Reidel, Dordrecht 1985, pp. 119-127. · Zbl 0586.62071
[11] M. C. Jones and N. Balakrishnan, How are moments and moments ofspacings related to distribution function, J. Statist. Plann. Inference 103 (2002), pp. 377-390. · Zbl 0988.62006
[12] S. Karlin and W. J. Studden, Tchebysheff Systems: With Applications inAnalysis and Statistics, Wiley, New York 1966. · Zbl 0153.38902
[13] M. Klimczak, Best bounds ofk th records from bounded samples, Comm. Statist. Theory Methods 36 (2007), pp. 1451-1464. · Zbl 1119.60014
[14] P. M. Kozyra and T. Rychlik, Sharp boundson the expectations ofL -statistics expressed in the Gini mean differences units, Comm. Statist. Theory Methods 46 (2017), pp. 2921-2941. · Zbl 1381.60063
[15] S. Moriguti, A modification of Schwarz’s inequality with applications todistributions, Ann. Math. Statist. 24 (1953), pp. 107-113. · Zbl 0050.35301
[16] H. N. Nagaraja, On the expected values of record values, Austral. J. Statist. 20 (1978), pp. 176-182. · Zbl 0407.62025
[17] K. Pearson, Note on Francis Galton’s problem, Biometrika 1 (1902), pp. 390-399.
[18] M. Z. Raqab, Bounds based on the greatest convex minorants for moments ofrecord values, Statist. Probab. Lett. 36 (1997), pp. 35-41. · Zbl 0897.60054
[19] M. Z. Raqab, On the moments of record values, Comm. Statist. Theory Methods 29 (2000), pp. 1631-1647. · Zbl 1019.62014
[20] M. Z. Raqab, Projectionp -norm bounds on the moments ofk th recordincrements, J. Statist. Plann. Inference 124 (2004), pp. 301-315. · Zbl 1047.62047
[21] M. Z. Raqab, Sharp bounds on expectations of second record incrementsfrom decreasing density families, J. Statist. Plann. Inference 137 (2007), pp. 1291-1301. · Zbl 1118.62056
[22] M. Z. Raqab and T. Rychlik, Sharp bounds for the mean ofk th record value, Comm. Statist. Theory Methods 31 (2002), pp. 1927-1937. · Zbl 1051.62046
[23] M. Z. Raqab and T. Rychlik, Sharp bounds on the expectations of secondrecord values from symmetric populations, Statistics 38 (2004), pp. 49-57. · Zbl 1040.62037
[24] T. Rychlik, Evaluating improvements of records, Appl. Math. (Warsaw) 24 (1997), pp. 315-324. · Zbl 0883.62019
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.