Optimal mean-variance bounds on order statistics from families determined by star ordering

• Autorzy: Tomasz Rychlik
• Języki publikacji: EN

Abstrakty

EN

We present optimal upper bounds for expectations of order statistics from i.i.d. samples with a common distribution function belonging to the restricted family of probability measures that either precede or follow a given one in the star ordering. The bounds for families with monotone failure density and rate on the average are specified. The results are obtained by projecting functions onto convex cones of Hilbert spaces.

Kategorie tematyczne

• 62G30: Order statistics; empirical distribution functions
• 62N05: Reliability and life testing
• 60E15: Inequalities; stochastic orderings

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2002
• Tom: 29
• Numer: 1
• Strony: 15-32

Daty

wydano

2002

Twórcy

autor

Tomasz Rychlik

• Institute of Mathematics, Polish Academy of Sciences, Chopina 12, 87-100 Toruń, Poland

Identyfikatory

DOI

10.4064/am29-1-3