Projection mean-variance bounds on expectations of kth record values from restricted families

被引：6

作者：

Bieniek, Milena ^{[1
]}

机构：

[1] Marie Curie Sklodowska Univ, Fac Econ, Stat & Econometr Dept, PL-20031 Lublin, Poland

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2007年 / 36卷 / 1-4期

关键词：

convex order; generalized failure rate function; generalized Pareto distribution; kth record values; projection method; star order;

D O I：

10.1080/03610920601033983

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 sharp mean-variance bounds for expectations of kth record values based on distributions coming front restricted families of distributions. These families are defined in terms of convex or star ordering with respect to generalized Pareto-distribution. The bounds for expectations of kth record values from DD, DFR, DDA, and DFRA families are special cases of our results. The bounds are derived by application of the projection method.

引用

页码：679 / 692

页数：14

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