Correlations between functions of records can be negative

For a continuous parent distribution, we show that while correlation between functions of successive record values is always nonnegative, it can be negative if the record values are nonconsecutive. For a discrete parent, even for the successive record values, this correlation can be negative.

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Year of publication:	1996
Authors:	Nagaraja, H. N. ; Nevzorov, V. B.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 29.1996, 2, p. 95-100
Publisher:	Elsevier
Keywords:	Order statistics Record values Laguerre orthogonal polynomials Inequalities Covariance

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313958