Stochastic ordering of random kth record values
Volume 26 / 1999
Applicationes Mathematicae 26 (1999), 293-298
DOI: 10.4064/am-26-3-293-298
Abstract
Let $X_1,X_2,...$ be a sequence of independent and identically distributed random variables with continuous distribution function F(x). Denote by X(1,k),X(2,k),... the kth record values corresponding to $X_1,X_2,...$ We obtain some stochastic comparison results involving the random kth record values X(N,k), where N is a positive integer-valued random variable which is independent of the $X_i$.