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. Key words and phrases: expected maxima; expected ranges; Bernstein functions, Lévy-Khintchine representation, order statistics.
- Publication:
-
arXiv e-prints
- Pub Date:
- October 2016
- DOI:
- 10.48550/arXiv.1610.06835
- arXiv:
- arXiv:1610.06835
- Bibcode:
- 2016arXiv161006835P
- Keywords:
-
- Statistics - Methodology;
- 62G30;
- 60E05 (Primary);
- 44A60 (Secondary)
- E-Print:
- 23 pages