Metrika

, Volume 33, Issue 1, pp 165–177 | Cite as

Moment (in-)equalities for differences of order statistics with different sample sizes

  • D. Landers
  • L. Rogge
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  • 31 Downloads

Summary

Leto j:n be thej-th order statistic andq α:n the α-quantile of sample sizen. Ther-th moment of |oj1:n1-oj2:n2| is calculated in terms of hypergeometric distributions. This equality is applied to obtain moment (in-)equalities for |qα:n1-qα:n2|.

Keywords

Stochastic Process Probability Theory Economic Theory Order Statistic Hypergeometric Distribution 

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References

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Copyright information

© Physica-Verlag 1986

Authors and Affiliations

  • D. Landers
    • 1
  • L. Rogge
    • 2
  1. 1.Mathematisches Institut an der UniversitätKöln 41FRG
  2. 2.Universität Duisburg—Gesamthochschule, FB 11— MathematikDuisburg 1FRG

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