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Stochastic ordering of random kth record values

Wiesław DziubdzielaAgata Tomicka-Stisz — 1999

Applicationes Mathematicae

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 .

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