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Correlations between functions of records can be negative

Author

Listed:
  • Nagaraja, H. N.
  • Nevzorov, V. B.

Abstract

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.

Suggested Citation

  • Nagaraja, H. N. & Nevzorov, V. B., 1996. "Correlations between functions of records can be negative," Statistics & Probability Letters, Elsevier, vol. 29(2), pages 95-100, August.
    • Handle: RePEc:eee:stapro:v:29:y:1996:i:2:p:95-100
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    References listed on IDEAS

    as
    1. Chunsheng, Ma, 1992. "Moments of functions of order statistics," Statistics & Probability Letters, Elsevier, vol. 15(1), pages 57-62, September.
    2. Chunsheng, Ma, 1992. "Variance bound of function of order statistics," Statistics & Probability Letters, Elsevier, vol. 13(1), pages 25-27, January.
    3. Qi, Yong-cheng, 1994. "Some results on covariance of function of order statistics," Statistics & Probability Letters, Elsevier, vol. 19(2), pages 111-114, January.
    4. Li, Luning, 1994. "A counterexample to a conjecture on order statistics," Statistics & Probability Letters, Elsevier, vol. 19(2), pages 129-130, January.
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    Cited by:

    1. Rychlik, Tomasz, 2008. "Extreme variances of order statistics in dependent samples," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1577-1582, September.

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