Non-positive upper bounds on expectations of small order statistics from DDA and DFRA populations

Tomasz Rychlik ()

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 4, 539-557

Abstract: Rychlik [Appl Math (Warsaw) 29:15–32, 2002 ] presented positive sharp upper bounds on the expectations of order statistics with sufficiently large ranks, based on i.i.d. samples from the decreasing density and failure rate populations (DDA and DFRA, for short). They were expressed in terms of the population mean and standard deviation. Here we provide respective non-positive upper tight evaluations for expected small order statistics centered about the population mean, measured in various scale units. Copyright The Author(s) 2014

Keywords: Order statistic; Decreasing density on the average; Decreasing failure rate on the average; Sharp bound (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00184-013-0452-x

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