Optimal evaluations for the bias of trimmed means of $$k$$ k th record values

Mariusz Bieniek ()

Metrika: International Journal for Theoretical and Applied Statistics, 2015, vol. 78, issue 4, 437-460

Abstract: We provide sharp upper and lower mean-variance bounds on the expectations of trimmed means of $$k$$ k th record values from general family of distributions. Also we improve these bounds in the case of non-trimmed means for parent distributions with decreasing density or decreasing failure rate. They can be viewed as bounds on the bias of approximation of expectation of the parent population by mean or trimmed mean of record values. The results are illustrated with numerical examples. Copyright The Author(s) 2015

Keywords: Sharp bounds; Schwarz inequality; Trimmed mean; $$k$$ k th record values; Decreasing density; Decreasing failure rate; 62G30; 60E15 (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s00184-014-0511-y (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:78:y:2015:i:4:p:437-460

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-014-0511-y

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().