On families of distributions for which optimal bounds on expectations of GOS can be derived

被引：16

作者：

Bieniek, Mariusz ^{[1
]}

机构：

[1] Marie Curie Sklodowska Univ, Inst Math, PL-20031 Lublin, Poland

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2008年 / 37卷 / 13期

关键词：

generalized failure rate; generalized order statistics; generalized pareto distribution; projection method; sharp bound;

D O I：

10.1080/03610920701832466

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let X-*((r)), r >= 1 denote rth generalized order statistics and for a given distribution function W let F-W denote the family of distributions succeeding W in convex ordering. We consider the problem of derivation of mean-variance bounds on expectations of X-*((r)), optimal in F-W, by application of the projection method. We show that the bounds can be determined if W=W-alpha, for some fixed alpha >-1/2, where W-alpha denotes generalized Pareto distribution.

引用

页码：1997 / 2009

页数：13

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