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Given all moments of the marginals of a measure on Rn, one provides (a) explicit bounds on its support and (b), a numerical scheme to compute the smallest box that contains the support. It consists o...
Bounds on Expectations of Record Range and Record Increment from Distributions with Bounded Support
Record statistics Bounds for moments Monotone approximation method
2008/7/1
In this paper, we consider the record statistics at the time when the nth record of any kind (either an upper or lower) is observed based on a sequence of independent random variables with identical c...