Sharp bounds on moments of generalized order statistics |
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Authors: | Lestaw Gajek Andrzej Okolewski |
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Affiliation: | (1) Institute of Mathematics, Technical University of Łódź, ul. Żwirki 36, 90-924 Łódź, Poland, PL |
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Abstract: | Sharp lower and upper bounds on expected values of generalized order statistics are proven by the use of rearranged Moriguti's inequality. The method yields improvements of known quantile and moment bounds for expectations of order and record statistics based on independent identically distributed random variables. The bounds are attainable providing new characterizations of two-point distributions. Received: January 1999 |
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Keywords: | : Generalized order statistics Moment bounds Quantile bounds Moriguti inequality. |
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