Conditions for finiteness and bounds on moments of record values from iid continuous life distributions
نویسندگان
چکیده
Abstract We consider the standard and k th record values arising in sequences of independent identically distributed continuous positive random variables with finite expectations. determine necessary sufficient conditions on type , its number n moment order r so that value is for every parent distribution. Under we present optimal upper bounds these moments expressed scale units being respective powers first population moment. The theoretical results are illustrated by some numerical evaluations.
منابع مشابه
On Moments of the Concomitants of Classic Record Values and Nonparametric Upper Bounds for the Mean under the Farlie-Gumbel-Morgenstern Model
In a sequence of random variables, record values are observations that exceed or fall below the current extreme value.Now consider a sequence of pairwise random variables {(Xi,Yi), i>=1}, when the experimenter is interested in studying just thesequence of records of the first component, the second component associated with a record value of the first one is termed the concomitant of that ...
متن کاملOn the Distribution and Moments of Record Values in Increasing Populations
Consider a sequence of n independent observations from a population of increasing size αi, i = 1,2,... and an absolutely continuous initial distribution function. The distribution of the kth record value is represented as a countable mixture, with mixing the distribution of the kth record time and mixed the distribution of the nth order statistic. Precisely, the distribution function and (pow...
متن کامل“the effect of risk aversion on the demand for life insurance: the case of iranian life insurance market”
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
15 صفحه اولUPPER BOUNDS FOR FINITENESS OF GENERALIZED LOCAL COHOMOLOGY MODULES
Let $R$ be a commutative Noetherian ring with non-zero identity and $fa$ an ideal of $R$. Let $M$ be a finite $R$--module of finite projective dimension and $N$ an arbitrary finite $R$--module. We characterize the membership of the generalized local cohomology modules $lc^{i}_{fa}(M,N)$ in certain Serre subcategories of the category of modules from upper bounds. We define and study the properti...
متن کاملBounds on Expectations of Record Range and Record Increment from Distributions with Bounded Support
In this paper, we consider the record statistics at the time when the nth record of any kind (either an upper or lower) is observed based on a sequence of independent random variables with identical continuous distributions of bounded support. We provide sharp upper bounds for expectations of record range and current upper record increment. We also present numerical evaluations of the so obtain...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Extremes
سال: 2022
ISSN: ['1386-1999', '1572-915X']
DOI: https://doi.org/10.1007/s10687-022-00449-3