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Article

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Title

Conditions for finiteness and bounds on moments of record values from iid continuous life distributions

Authors

[ 1 ] Instytut Automatyki i Robotyki, Wydział Automatyki, Robotyki i Elektrotechniki, Politechnika Poznańska | [ P ] employee

Scientific discipline (Law 2.0)

[2.2] Automation, electronics, electrical engineering and space technology

Year of publication

2023

Published in

Extremes

Journal year: 2023 | Journal volume: vol. 26 | Journal number: iss. 1

Article type

scientific article

Publication language

english

Keywords
EN
  • Independent identically distributed random variables
  • Continuous life distribution
  • Record value
  • Moment
  • Sharp bound
Abstract

EN We consider the standard and kth record values arising in sequences of independent identically distributed continuous and positive random variables with finite expectations. We determine necessary and sufficient conditions on the type of record k, its number n and moment order r so that the rth moment of the n value of kth record is finite for every parent distribution. Under the conditions we present the optimal upper bounds on these moments expressed in the scale units being the respective powers of the first population moment. The theoretical results are illustrated by some numerical evaluations.

Date of online publication

09.11.2022

Pages (from - to)

83 - 100

DOI

10.1007/s10687-022-00449-3

URL

https://link.springer.com/article/10.1007/s10687-022-00449-3

License type

CC BY (attribution alone)

Open Access Mode

czasopismo hybrydowe

Open Access Text Version

final published version

Date of Open Access to the publication

in press

Ministry points / journal

100

Impact Factor

1,3 [List 2022]

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