Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case
Abstract
We present a method of projections onto convex cones for establishing the sharp bounds in terms of the first two moments for the expectations ofL-estimates based on samples from restricted families. In this part, we consider the case of possibly dependent identically distributed parent random variables. For the classes of decreasing failure probability, DFR, and symmetric unimodal marginal distributions, we first determine parametric subclasses which contain the distributions attaining the extreme expectations for allL-estimates. Then we derive the bounds for single order statistics. The results provide some new characterizations of uniform and exponential distributionsDownload Info
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 57 (1996)
Issue (Month): 1 (April)
Pages: 156-174
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Related research
Keywords: dependent identically distributed random variables decreasing failure probability distribution decreasing failure rate distribution symmetric unimodal distribution uniform distribution exponential distribution L-estimate order statistic convex cone projection (null);References
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Gajek, Leslaw & Rychlik, Tomasz, 1998. "Projection Method for Moment Bounds on Order Statistics from Restricted Families, : II. Independent Case," Journal of Multivariate Analysis, Elsevier, vol. 64(2), pages 156-182, February.
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