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Mean-variance bounds for order statistics from dependent DFR, IFR, DFRA and IFRA samples. (English) Zbl 0973.62092

Author’s summary: For arbitrarily dependent, identically distributed samples with DFR, IFR, DFRA and IFRA distributions we determine the best attainable upper bounds for the expectation of arbitrary order statistics in terms of the expectation and variance of the parent distributions. Analogous results are concluded for spacings and some other \(L\) - estimates.

MSC:

62N05 Reliability and life testing
62G30 Order statistics; empirical distribution functions
60E15 Inequalities; stochastic orderings
62E15 Exact distribution theory in statistics
Full Text: DOI

References:

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