On sequences of expected maxima and expected ranges
Copyright policy )On sequences of expected maxima and expected ranges
Abstract We investigate conditions in order to decide whether a given sequence of real numbers represents expected maxima or expected ranges. The main result provides a novel necessary and sufficient condition, relating an expected maxima sequence to a translation of a Bernstein function through its Lévy–Khintchine representation.
expected range, Methodology (stat.ME), FOS: Computer and information sciences, order statistics, Order statistics; empirical distribution functions, 62G30, 60E05 (Primary), 44A60 (Secondary), Lévy-Khintchine representation, expected maxima, Statistics - Methodology, Bernstein function
expected range, Methodology (stat.ME), FOS: Computer and information sciences, order statistics, Order statistics; empirical distribution functions, 62G30, 60E05 (Primary), 44A60 (Secondary), Lévy-Khintchine representation, expected maxima, Statistics - Methodology, Bernstein function
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