Upper and lower bounds on the variances of linear combinations of the kth records
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DOI: 10.1080/02331888.2017.1343828
Abstract: ABSTRACT We describe a method of determining upper bounds on the variances of linear combinations of the kth records values from i.i.d. sequences, expressed in terms of variances of parent distributions. We also present conditions… read more here.
Keywords: linear combinations; kth records; upper lower; bounds variances ... See more keywords