Consider an experiment in which only record-breaking values (e.g., values smaller than all previous ones) are observed. The data available may be represented as X1,K1,X2,K2,..., where X1,X2,... are successive minima and K1,K2,... are the numbers of trials needed to obtain new records. Such data arise in life testing and stress testing and in industrial quality-control experiments. When only a single sequence of random records are available, efficient estimation of the underlying distribution F is possible only in a parametric framework. In the present article the authors study the problem of estimating certain population quantiles nonparametrically from such data. Furthermore, under the assumption that the process of observing random records can be replicated, they derive and study the nonparametric maximum-likelihood estimator F of F. The authors establish the strong ástudy the nonparametric maximum-likelihood estimator
