Projection bounds on expectations of generalized order statistics from DFR and DFRA families

被引：13

作者：

Bieniek, Mariusz

机构：

[1] Polish Acad Sci, Inst Math, PL-00956 Warsaw, Poland

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

来源：

STATISTICS | 2006年 / 40卷 / 04期

关键词：

generalized order statistics; Meijer's G-function; decreasing failure rate; convex cone; projection method;

D O I：

10.1080/02331880600688221

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 present the sharp upper mean-variance bounds on expectations of generalized order statistics based on the distributions with decreasing failure rate and with decreasing failure rate on the average. Also we specify the distributions for which the bounds are attained. The bounds are derived by the application of the projection method.

引用

页码：339 / 351

页数：13

共 20 条

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[2]

BIENIEK M, 2004, IN PRESS VARIATION D

[3]

BIENIEK M, 2005, IN PRESS PROJECTION

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