Some Bounds for Expected Values of Order Statistics
Ali, Mir M. ; Chan, Lai K.
Ann. Math. Statist., Tome 36 (1965) no. 6, p. 1055-1057 / Harvested from Project Euclid
Let the function $F(x)$ be a distribution function for a continuous symmetric distribution, and let $X_{(i)}$ represent the $i$th order statistics from a sample of size $n$. It is shown in this paper that for $i \geqq (n + 1)/2$ $E(X_{(i)}) \geqq G(i/(n + 1)) \quad\text{if} F \text{is unimodal}$ and $E(X_{(i)}) \leqq G(i/(n + 1)) \quad\text{if} F is U\text{shaped},$ where $x = G(u)$ is the inverse function of $F(x) = u$. The definitions of unimodal and $U$-shaped distributions are given in Section 3. The above inequalities are of interest, since it is known (Blom (1958), Chapters 5 and 6) that for sufficiently large $n$ the bound $G(i/(n + 1))$ approaches $E(X_{(i)})$.
Publié le : 1965-06-14
Classification: 
@article{1177700081,
     author = {Ali, Mir M. and Chan, Lai K.},
     title = {Some Bounds for Expected Values of Order Statistics},
     journal = {Ann. Math. Statist.},
     volume = {36},
     number = {6},
     year = {1965},
     pages = { 1055-1057},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177700081}
}
Ali, Mir M.; Chan, Lai K. Some Bounds for Expected Values of Order Statistics. Ann. Math. Statist., Tome 36 (1965) no. 6, pp.  1055-1057. http://gdmltest.u-ga.fr/item/1177700081/