Revisiting Sen's inequalities on order statistics

N. Balakrishnan and K. Balasubramanian

Statistics & Probability Letters, 2008, vol. 78, issue 6, 616-621

Abstract: Sen [1970. A note on order statistics for heterogeneous distributions. Ann. Math. Statist. 41, 2137-2139] derived some inequalities for distributions of order statistics from independent and non-identically distributed (INID) random variables. For this purpose, he used Hoeffding's [1956. On the distribution of the number of successes in independent trials. Ann. Math. Statist. 27, 713-721] inequality concerning distributions of convolutions of Bernoulli random variables. In this note, we present an alternate proof for Sen's inequalities which also leads to various generalizations.

Keywords: Order; statistics; Hoeffding's; inequality; Sen's; inequalities; AM-GM; inequality; INID; case; Generating; function; Majorization (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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