Abstract
We establish exponential bounds for the probability that a generalized order statistic exceeds a given threshold or falls below a given threshold. As a main tool we apply the Bernstein inequality for sums of independent random variables.
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Received May 2003
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Marohn, F. Exponential inequalities for tail probabilities of generalized order statistics. Metrika 61, 251–260 (2005). https://doi.org/10.1007/s001840400335
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DOI: https://doi.org/10.1007/s001840400335