Projection Method for Moment Bounds on Order Statistics from Restricted Families,: II. Independent Case

Leslaw Gajek and Tomasz Rychlik

Journal of Multivariate Analysis, 1998, vol. 64, issue 2, 156-182

Abstract: The method of projection, proposed in Part I, is applied to derive sharp moment bounds for the expectations of order statistics based onindependentsamples from restricted families of distributions. Three families are considered: life distributions with decreasing failure density, decreasing failure rate, and symmetric unimodal ones. The respective bounds are also numerically compared with those for general populations in both the dependent and independent cases.

Keywords: independent identically distributed random variables; decreasing failure rates; symmetric unimodal distribution; convex cone; Bernstein polynomial; variation diminishing property (search for similar items in EconPapers)
Date: 1998
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