Bounds on Expectations of Linear Systematic Statistics Based on Dependent Samples
Arnold, Barry C. ; Groeneveld, Richard A.
Ann. Statist., Tome 7 (1979) no. 1, p. 220-223 / Harvested from Project Euclid
David summarized distribution-free bounds for $E(X_{k:n})$, the expected value of the $k$th order statistic, and for the expected value of certain linear combinations of the order statistics, when sampling $n$ i.i.d. observations from a population with expectation $\mu$ and variance $\sigma^2$. Here the problem of finding distribution-free bounds for the expectations of linear systematic statistics is considered in the case in which the observations $X_i, i = 1,2, \cdots, n$, satisfy only $E(X_i) = \mu$ and $\operatorname{Var}(X_i) = \sigma^2$. The observations may be dependent and have different distributions. Bounds are obtained for the expectations of the $k$th order statistic, the trimmed mean, the range, and quasi-ranges, the spacings and Downton's estimator of $\sigma$. The sharpness of these bounds is considered. In contrast with the i.i.d. case all the bounds obtained are shown to be sharp.
Publié le : 1979-01-14
Classification:  Expectation of order statistics,  distribution-free bounds,  order statistics,  dependent samples,  expected range,  bound in dependent case,  expectation of Downton estimator,  62G30
@article{1176344567,
     author = {Arnold, Barry C. and Groeneveld, Richard A.},
     title = {Bounds on Expectations of Linear Systematic Statistics Based on Dependent Samples},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 220-223},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344567}
}
Arnold, Barry C.; Groeneveld, Richard A. Bounds on Expectations of Linear Systematic Statistics Based on Dependent Samples. Ann. Statist., Tome 7 (1979) no. 1, pp.  220-223. http://gdmltest.u-ga.fr/item/1176344567/