Exponential inequalities for tail probabilities of generalized order statistics |
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| Authors: | Frank Marohn |
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| Affiliation: | (1) Institute of Applied Mathematics and Statistics, University of Würzburg, D–97074 Würzburg, Germany |
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| Abstract: | ![]()
We establish exponential bounds for the probability that a generalized order statistic exceeds a given threshold or falls below a given threshold. As a main tool we apply the Bernstein inequality for sums of independent random variables.Received May 2003 |
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| Keywords: | Generalized order statistic exponential inequality Bernstein inequality |
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