<p>We present sharp lower and upper bounds on the variances of generalized order statistics with arbitrarily fixed model parameters valid for arbitrary baseline distributions with finite second moments. The bounds are expresssed with use of the scale units being the variances of baseline distributions. Special cases of submodels are discussed. Moreover, explicit formulae for the density and distribution functions of generalized order statistics are presented.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Sharp bounds on variances of generalized order statistics

  • Tomasz Rychlik

摘要

We present sharp lower and upper bounds on the variances of generalized order statistics with arbitrarily fixed model parameters valid for arbitrary baseline distributions with finite second moments. The bounds are expresssed with use of the scale units being the variances of baseline distributions. Special cases of submodels are discussed. Moreover, explicit formulae for the density and distribution functions of generalized order statistics are presented.