Sequence of expectations of maximum-order statistics

J. S. Huang

Statistics & Probability Letters, 1998, vol. 38, issue 2, 117-123

Abstract: Necessary and sufficient conditions for a given sequence of numbers {[mu]n} to be the expectations of maximum order statistics are usually rather complicated - involving sequences of determinants. We obtain a very simple and intuitive sufficient condition: {[mu]n} is monotonely increasing and for each k, the induced sequence of expectations of the kth largest-order statistics is also monotonely increasing. The condition is obviously necessary. It also leads to a simple bound for the expectation of order statistics, which is surprisingly sharp despite its simplicity.

Keywords: Hausdorff; moment; problem; Order; statistics; Expected; value; Inequality (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (3)

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