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SHARP BOUNDS ON THE EXPECTATIONS OF SECOND RECORD VALUES FROM SYMMETRIC POPULATIONS

机译:对称人口期望第二记录值的清晰界限

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摘要

Combining the greatest convex minorant approximation (Moriguti, S. (1953). A modification of Schwarz's inequality with applications to distributions. Ann. Math. Statist., 24, 107-113.) with the Holder inequality, we establish sharp bounds on the expectations of the second record statistics from symmetric populations. We also determine the distributions for which the bounds are attained. The optimal bounds are numerically evaluated and compared with other classical rough ones.
机译:结合最大凸次要近似(Moriguti,S.(1953)。Schwarz不等式的修正以及对分布的应用。Ann。Math。Statist。,24,107-113。)与Holder不等式,我们在对对称种群第二次统计数据的期望。我们还确定了达到边界的分布。对最佳边界进行数值评估,并将其与其他经典粗糙边界进行比较。

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