Moment inequalities for order statistics with applications to characterizations of distributions |
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| Authors: | Prof L Gajek Prof U Gather |
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| Institution: | (1) Institute of Mathematics, Technical University of Lodź, Germany;(2) Department of Statistics, University of Dortmund, Postfach 500 500, W-4600 Dortmund 50, Germany |
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| Abstract: | General inequalities of Hölder type between moments of order statistics and moments of record values respectively are derived. Special choices of the involved sample sizes and ranks and discussions of when equality is attained in these inequalities yield several characterizations of well known distributions, such as the uniform, polynomial, Pareto, reflected Pareto, exponential, Weibull distribution and some others. |
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| Keywords: | H?lder inequalities order statistics records characterizations |
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