Summary
Letxi=yi+zi,i=1, ...n, and writex(1)≦...≦x(n), with corresponding notation for the orderedyi andzi. It is shown, for example, that\(x_{(r)} \geqq \mathop {\max }\limits_{i = 1, \cdots ,r} (y_{(i)} + z_{(r + 1 - i)} )\),r=1, ...n. Inequalities are also obtained for convex (or concave) functions of thex(i). The results lead immediately to bounds for the expected values of order statistics in nonstandard situations in terms of simpler expectations. A small numerical example illustrates the method.
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Research supported by U.S. Army Research Office.
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David, H.A. Inequalities for ordered sums. Ann Inst Stat Math 38, 551–555 (1986). https://doi.org/10.1007/BF02482542
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DOI: https://doi.org/10.1007/BF02482542