Abstract
We consider generalized order statistics with arbitrary model parameters based on distributions supported on finite intervals. We determine optimal bounds on the expectations of arbitrary linear combinations of centered generalized order statistics gauged in support length scale units. More precise representations of bounds are obtained for single generalized order statistics and respective differences.
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Rychlik, T. Evaluations of generalized order statistics from bounded populations. Stat Papers 51, 165–177 (2010). https://doi.org/10.1007/s00362-008-0129-0
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DOI: https://doi.org/10.1007/s00362-008-0129-0
Keywords
- Generalized order statistic
- Progressively type II censored order statistic
- Bounded population
- Optimal bound