On absolute moment-based upper bounds for L-moments

M.C. Jones and N. Balakrishnan

Statistics & Probability Letters, 2025, vol. 216, issue C

Abstract: A number of absolute moment-based upper bounds for Gini’s mean difference are extended to general L-moments. Improvement of some bounds by alternative choice of centre for the absolute moments is explored. Different bounds are compared numerically. The distribution for which upper bounds for Gini’s mean difference are attained is given. Extension is made to trimmed L-moments and hence to probability weighted moments.

Keywords: Centring absolute moments; Gini’s mean difference; Hölder’s inequality; Meson; Probability weighted moments; Shifted Legendre polynomials; Trimmed L-moments. (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110249

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