Geodesic
Optimal mean-variance bounds on order statistics from families determined by star ordering
Tomasz Rychlik1
1 Institute of Mathematics Polish Academy of Sciences Chopina 12 87-100 Toruń, Poland
Applicationes Mathematicae, Tome 29 (2002) no. 1, pp. 15-32

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

We present optimal upper bounds for expectations of order statistics from i.i.d. samples with a common distribution function belonging to the restricted family of probability measures that either precede or follow a given one in the star ordering. The bounds for families with monotone failure density and rate on the average are specified. The results are obtained by projecting functions onto convex cones of Hilbert spaces.
DOI : 10.4064/am29-1-3
Keywords: present optimal upper bounds expectations order statistics samples common distribution function belonging restricted family probability measures either precede follow given star ordering bounds families monotone failure density rate average specified results obtained projecting functions convex cones hilbert spaces

Tomasz Rychlik 1

1 Institute of Mathematics Polish Academy of Sciences Chopina 12 87-100 Toruń, Poland 
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Tomasz Rychlik. Optimal mean-variance bounds on
 order statistics from families
 determined by star ordering. Applicationes Mathematicae, Tome 29 (2002) no. 1, pp. 15-32. doi: 10.4064/am29-1-3

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