Bounds for means and variances of progressive type II censored order statistics

被引：60

作者：

Balakrishnan, N

Cramer, E

Kamps, U

机构：

[1] Univ Oldenburg, Dept Math, D-26111 Oldenburg, Germany

[2] McMaster Univ, Dept Math & Stat, Hamilton, ON, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 54卷 / 03期

关键词：

order statistics; generalized order statistics; progressive type II censoring; bounds for moments;

D O I：

10.1016/S0167-7152(01)00104-3

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：

By applying different methods, bounds for expected values and variances of progressive type Il censored order statistics are derived. Since ordinary order statistics are contained in the model, well-known bounds for their moments are obtained as particular cases. The method of the greatest convex minorant leads to close bounds for means of progressive type Il censored order statistics, which are even new in the particular set-up of ordinary order statistics. Numerical examples are shown in order to compare bounds and exact values for means w.r.t. underlying rectangular and normal distributions. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：301 / 315

页数：15

共 30 条

[1] Recurrence relations for single and product moments of progressive type-II right censored order statistics from exponential and truncated exponential distributions [J].