Maximal Expectations of Extreme Order Statistics from Increasing Density and Failure Rate Populations

被引:9
作者
Rychlik, Tomasz [1 ]
机构
[1] Polish Acad Sci, Inst Math, PL-00956 Warsaw, Poland
关键词
Order statistic; Increasing density; Increasing failure rate; Sharp bound; 60E15; 62G30; 62N05; RESTRICTED FAMILIES; PROJECTION METHOD; MOMENT BOUNDS;
D O I
10.1080/03610926.2013.783071
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
We determine sharp bounds for the expectations of the first and second and last order statistics for the i.i.d. samples from the increasing density and failure rate populations. These bounds are expressed by means of the population mean and standard deviation. The results are determined by use of the projections of elements of Hilbert spaces onto convex cones.
引用
收藏
页码:2199 / 2213
页数:15
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