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Sharp bounds on the expectations of linear combinations of kth records expressed in the Gini mean difference units

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Języki publikacji
EN
Abstrakty
EN
We describe a method of calculating sharp lower and upper bounds on the expectations of linear combinations of kth records Expressem in the Gini mean difference units of the original i.i.d. observations. In particular, we provide sharp lower and upper bounds on the expectations of kth records and their differences. We also present the families of distributions which attain the bounds in the limit.
Słowa kluczowe
Rocznik
Strony
39--59
Opis fizyczny
Bibliogr. 24 poz., tab.
Twórcy
autor
  • Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00656 Warsaw, Poland
autor
  • Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00656 Warsaw, Poland
Bibliografia
  • [1] B. C. Arnold, N. Balakrishnan, and H. N. Nagaraja, Records, Wiley, New York 1998.
  • [2] M. Bieniek, Projection mean-variance bounds on expectations of kth record values from restricted families, Comm. Statist. Theory Methods 36 (2007), pp. 679-692.
  • [3] K. N. Chandler, The distribution and frequency of record values, J. Roy. Statist. Soc. Ser. B 14 (1952), pp. 220-228.
  • [4] K. Danielak, Distribution-free bounds for expectations of increments of records, J. Statist. Plann. Inference 133 (2005), pp. 239-247.
  • [5] K. Danielak and M. Z. Raqab, Sharp upper bounds for expectations of kth record increments, Aust. N. Z. J. Stat. 46 (2004), pp. 665-673.
  • [6] K. Danielak and M. Z. Raqab, Sharp upper bounds on expectations of kth record spacings from restricted families, Statist. Probab. Lett. 69 (2004), pp. 175-187.
  • [7] W. Dziubdziela and B. Kopociński, Limiting properties of the kth record values, Zastos. Mat. 15 (1976), pp. 187-190.
  • [8] L. Gajek and A. Okolewski, Projection bounds on expectations of record statistics from restricted families, J. Statist. Plann. Inference 110 (2003), pp. 97-108.
  • [9] A. Goroncy and T. Rychlik, Lower bounds on the expectations of upper record values, J. Statist. Plann. Inference 141 (2011), pp. 2726-2737.
  • [10] Z. Grudzień and D. Szynal, On the expected values of kth record values and associated characterizations of distributions, in: Probability and Statistical Decision Theory, Vol. A, F. Konecny, J. Mogyoródy, and W. Wertz (Eds.), Reidel, Dordrecht 1985, pp. 119-127.
  • [11] M. C. Jones and N. Balakrishnan, How are moments and moments of spacings related to distribution function, J. Statist. Plann. Inference 103 (2002), pp. 377-390.
  • [12] S. Karlin and W. J. Studden, Tchebysheff Systems: With Applications in Analysis and Statistics, Wiley, New York 1966.
  • [13] M. Klimczak, Best bounds of kth records from bounded samples, Comm. Statist. Theory Methods 36 (2007), pp. 1451-1464.
  • [14] P. M. Kozyra and T. Rychlik, Sharp bounds on the expectations of L-statistics expressed in the Gini mean differences units, Comm. Statist. Theory Methods 46 (2017), pp. 2921-2941.
  • [15] S. Moriguti, A modification of Schwarz’s inequality with applications to distributions, Ann. Math. Statist. 24 (1953), pp. 107-113.
  • [16] H. N. Nagaraja, On the expected values of record values, Austral. J. Statist. 20 (1978), pp. 176-182.
  • [17] K. Pearson, Note on Francis Galton’s problem, Biometrika 1 (1902), pp. 390-399.
  • [18] M. Z. Raqab, Bounds based on the greatest convex minorants for moments of record values, Statist. Probab. Lett. 36 (1997), pp. 35-41.
  • [19] M. Z. Raqab, On the moments of record values, Comm. Statist. Theory Methods 29 (2000), pp. 1631-1647.
  • [20] M. Z. Raqab, Projection p-norm bounds on the moments of kth record increments, J. Statist. Plann. Inference 124 (2004), pp. 301-315.
  • [21] M. Z. Raqab, Sharp bounds on expectations of second record increments from decreasing density families, J. Statist. Plann. Inference 137 (2007), pp. 1291-1301.
  • [22] M. Z. Raqab and T. Rychlik, Sharp bounds for the mean of kth record value, Comm. Statist. Theory Methods 31 (2002), pp. 1927-1937.
  • [23] M. Z. Raqab and T. Rychlik, Sharp bounds on the expectations of second record values from symmetric populations, Statistics 38 (2004), pp. 49-57.
  • [24] T. Rychlik, Evaluating improvements of records, Appl. Math. (Warsaw) 24 (1997), pp. 315-324.
Uwagi
Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-51428294-bffe-4f80-b044-72673112ec9e
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