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Best Bounds on Expectations of L-Statistics from Bounded Samples

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Advances in Distribution Theory, Order Statistics, and Inference

Part of the book series: Statistics for Industry and Technology ((SIT))

Abstract

We present two optimal bounds on the expectations of arbitrary L-statistics based on i.i.d. samples with a bounded support expressed in the support length units. One depends on the location of the population mean in the support interval, and the other is general. The results are explicitly described in the special cases of single-order statistics and their differences.

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Author information

Authors and Affiliations

  1. Polish Academy of Sciences, Toruń, Poland

    Tomasz Rychlik

Authors
  1. Tomasz Rychlik
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Editor information

Editors and Affiliations

  1. Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, Hamilton, Ontario, L8S 4K1, Canada

    N. Balakrishnan

  2. Department of Economics, University of Cantabria, s/n Avenida de los Castros, Santander, 39005, Spain

    José María Sarabia  & Enrique Castillo  & 

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© 2006 Birkhäuser Boston

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Rychlik, T. (2006). Best Bounds on Expectations of L-Statistics from Bounded Samples. In: Balakrishnan, N., Sarabia, J.M., Castillo, E. (eds) Advances in Distribution Theory, Order Statistics, and Inference. Statistics for Industry and Technology. Birkhäuser Boston. https://doi.org/10.1007/0-8176-4487-3_16

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