Maximum variance of Kth records

Papadatos (Ann. Inst. Statist. Math. 47 (1995) 185) provided sharp bounds for the variances of order statistics in population variance units. This paper presents similar results for the variances of kth record values.

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Year of publication:	2004
Authors:	Klimczak, Monika ; Rychlik, Tomasz
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 69.2004, 4, p. 421-430
Publisher:	Elsevier
Keywords:	Variance Hoeffding's identity Kth record Order Statistic Sharp bound

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

Persistent link: https://www.econbiz.de/10005313817