Balakrishnan, N.; Chan, P. S. - In: Statistics & Probability Letters 39 (1998) 1, pp. 73-80
In this note, we discuss the record values arising from a normal N([mu], [delta]2) distribution. After computing the means, variances and covariances of the record values, we determine the best linear unbiased estimators (BLUEs) of [mu] and [delta] based on the first n record values. Using these...