Bounds on Expectations of Order Statistics for Dependent Samples

Abstract

Arnold and Groeneveld (1979) presented distribution free bounds for E(X(g:n)) the expected value of the 'gth' order statistic when sampling 'n' possibly dependent observations from populations each with finite expectations mu(i) and finite variances sigma squared(i). Here, the problem of incorporating known dependencies among the distributions of observations in a sample to produce bounds for the order statistics of that sample is considered. Limits are obtained for expectations of the 'gth' order statistic and the range. These limits hold even when the population variances are not finite. An application of the upper bound for E(X(n:n)) is given. Keywords: Order statistics, Statistical samples, Mathematical equations.

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Document Details

Document Type
Technical Report
Publication Date
Jul 24, 1990
Accession Number
ADA225500

Entities

People

  • Donald R. Hoover

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Data Science
  • Governments
  • Information Science
  • Military Research
  • Observation
  • Order Statistics
  • Probability
  • Random Variables
  • Sampling
  • Statistical Samples
  • Statistics
  • Theorems
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Regression Analysis.