Conditional Evaluations of Sums of Sample Maxima and Records
We consider sequences of independent and identically absolutely continuously distributed random variables assuming that they have finite expectation and variance. We determine sharp lower and upper bounds on the expectation of the sum of n first sample maxima and n first upper record values under t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2023-06-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/402 |