Universal Bounds for Mean Range and Extreme Observation
Hartley, H. O. ; David, H. A.
Ann. Math. Statist., Tome 25 (1954) no. 4, p. 85-99 / Harvested from Project Euclid
Consider any distribution $f(x)$ with standard deviation $\sigma$ and let $x_1, x_2 \cdots x_n$ denote the order statistics in a sample of size $n$ from $f(x).$ Further let $w_n = x_n - x_1$ denote the sample range. Universal upper and lower bounds are derived for the ratio $E(w_n)/\sigma$ for any $f(x)$ for which $a\sigma \leqq x \leqq b\sigma,$ where $a$ and $b$ are given constants. Universal upper bounds are given for $E(x_n)/\sigma$ for the case $- \infty < x < \infty.$ The upper bounds are obtained by adopting procedures of the calculus of variation on lines similar to those used by Plackett [3] and Moriguti [4]. The lower bounds are attained by singular distributions and require the use of special arguments.
Publié le : 1954-03-14
Classification: 
@article{1177728848,
     author = {Hartley, H. O. and David, H. A.},
     title = {Universal Bounds for Mean Range and Extreme Observation},
     journal = {Ann. Math. Statist.},
     volume = {25},
     number = {4},
     year = {1954},
     pages = { 85-99},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728848}
}
Hartley, H. O.; David, H. A. Universal Bounds for Mean Range and Extreme Observation. Ann. Math. Statist., Tome 25 (1954) no. 4, pp.  85-99. http://gdmltest.u-ga.fr/item/1177728848/