Abstract
Some new exact bounds for the expected values of order statistics, under the assumption that the parent population is non-negative, are obtained in terms of the population mean. Similar bounds for the differences of any two order statistics are also given. It is shown that the existing bounds for the general case can be improved considerably under the above assumption.
Similar content being viewed by others
References
Arnold, B. C. and Balakrishnan, N. (1989). Relations, bounds and approximations for order statistics, Lecture Notes in Statist., 53, Springer, New York.
Balakrishnan, N. (1990). Improving the Hartley-David-Gumbel bound for the mean of extreme order statistics, Statist. Probab. Lett., 9, 291–294.
Balakrishnan, N. (1993). A simple application of the binomial-negative binomial relationship in the derivation of sharp bounds for moments of order statistics based on greatest convex minorants, Statist. Probab. Lett., 18, 301–305.
Balakrishnan, N. and Bendre, S. M. (1993). Improved bounds for expectations of linear functions of order statistics, Statistics, 24, 161–165.
David, H. A. (1981). Order Statistics, 2nd ed., Wiley, New York.
Gumbel, E. J. (1954). The maxima of the mean largest value and of the range, Ann. Math. Statist., 25, 76–84.
Hartley, H. O. and David, H. A. (1954). Universal bounds for mean range and extreme observations, Ann. Math. Statist., 25, 85–99.
Ludwig, O. (1960). Uber Erwartungswerte und Varianzen von Ranggrossen in Klein Stichproben, Metrika, 3, 218–233.
Moriguti, S. (1953). A modification of Schwarz's inequality with applications to distributions. Ann. Math. Statist., 24, 107–113.
Papadatos, N. (1995). Maximum variance of order statistics, Ann. Inst. Statist. Math., 47, 185–193.
Author information
Authors and Affiliations
About this article
Cite this article
Papadatos, N. Exact Bounds for the Expectations of Order Statistics from Non-Negative Populations. Annals of the Institute of Statistical Mathematics 49, 727–736 (1997). https://doi.org/10.1023/A:1003222527882
Issue Date:
DOI: https://doi.org/10.1023/A:1003222527882