Article contents
OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES
Published online by Cambridge University Press: 05 July 2019
Abstract
We obtain the best possible upper bounds for the moments of a single-order statistic from independent, nonnegative random variables, in terms of the population mean. The main result covers the independent identically distributed case. Furthermore, the case of the sample minimum for merely independent (not necessarily identically distributed) random variables is treated in detail.
Keywords
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 35 , Issue 2 , April 2021 , pp. 316 - 330
- Copyright
- Copyright © Cambridge University Press 2019
References
- 3
- Cited by