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Best upper quantile evaluations for NWU distributions

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  • Rychlik, Tomasz

Abstract

We present optimal upper mean-variance evaluations of quantiles in classes of distributions succeeding a fixed one in the superadditive order. In particular, we provide explicit bounds for the NWU family and show that these are attained by geometric distributions.

Suggested Citation

  • Rychlik, Tomasz, 2002. "Best upper quantile evaluations for NWU distributions," Statistics & Probability Letters, Elsevier, vol. 58(2), pages 175-184, June.
  • Handle: RePEc:eee:stapro:v:58:y:2002:i:2:p:175-184
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    References listed on IDEAS

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    1. Gajek, Leslaw & Rychlik, Tomasz, 1996. "Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case," Journal of Multivariate Analysis, Elsevier, vol. 57(1), pages 156-174, April.
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