Inequalities for expected extreme order statistics

J. de la Cal and J. Cárcamo

Statistics & Probability Letters, 2005, vol. 73, issue 3, 219-231

Abstract: We obtain one-sided bounds for differences of expected extreme order statistics, when the involved random vectors have (integrable) independent components, and the marginal distributions satisfy a suitable condition. The general results are applied to random samples whose parent distributions are binomial, Poisson, and negative binomial distributions having the same mean. We also derive a method to give lower (upper) bounds for expected maxima (minima) of integrable independent random variables.

Keywords: Distribution; function; Order; statistics; Expected; value; Stochastic; order; Binomial; distribution; Poisson; distribution; Negative; binomial; distribution (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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