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Prediction of kth records

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  • Klimczak, Monika

Abstract

We consider a sequence of independent identically distributed random variables with a continuous distribution function and evaluate the expectations of future kth records values based on the sequence under the condition that some previous ones are known. The bound is expressed in terms of quantiles and absolute moments centered about the quantiles of the parent distribution.

Suggested Citation

  • Klimczak, Monika, 2006. "Prediction of kth records," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 117-127, January.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:2:p:117-127
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    References listed on IDEAS

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    1. Monika Klimczak & Tomasz Rychlik, 2005. "Reconstruction of previous failure times and records," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(3), pages 277-290, June.
    2. Danielak, Katarzyna & Raqab, Mohammad Z., 2004. "Sharp bounds on expectations of kth record spacings from restricted families," Statistics & Probability Letters, Elsevier, vol. 69(2), pages 175-187, August.
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    Cited by:

    1. Jafar Ahmadi & Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian, 2009. "Prediction of k-records from a general class of distributions under balanced type loss functions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 19-33, June.

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    1. Jafar Ahmadi & Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian, 2009. "Prediction of k-records from a general class of distributions under balanced type loss functions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 19-33, June.
    2. Klimczak, Monika & Rychlik, Tomasz, 2004. "Maximum variance of Kth records," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 421-430, October.

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