Abstract
We obtain an upper bound for a measure of the performance of the least squares predictor of the jth record of a sequence of continuous i.i.d random variables as a function of the ith record. We show also that such bound is attainable, except for location and scale parameters, by exponential distributions.
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This work was supported in part by Ministerio de Educación y Ciencia through Grants PB96-1416-CO2-02 and HA 1997-0123.
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López-Blázquez, F., Salamanca-Miño, B. An upper bound for the correlation ratio of records. Metrika 47, 165–174 (1998). https://doi.org/10.1007/BF02742870
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DOI: https://doi.org/10.1007/BF02742870