BOUNDS ON EXPECTATIONS OF ORDER-STATISTICS VIA EXTREMAL DEPENDENCES

被引：19

作者：

GASCUEL, O ^{[1
]}

CARAUX, G ^{[1
]}

机构：

[1] LIRMM,DIF,F-34100 MONTPELLIER,FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 15卷 / 02期

关键词：

EXPECTATION OF ORDER STATISTICS; EXTREMAL DEPENDENCE; UPPER AND LOWER BOUNDS;

D O I：

10.1016/0167-7152(92)90127-Q

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：

Using the concept of r-extremal dependence, which generalizes Lai and Robbins (1976) maximal dependence, we propose alternative proofs and some new results concerning expectations of order statistics with any rank, from possibly dependent variates. In particular, new, distribution-free and tight bounds are given for the expectations of order statistics from i.d. variates whose common distribution is symmetrical. Sharp approximations of the tight bounds are also given for the standard normal distribution.

引用

页码：143 / 148

页数：6

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