Bounds for absolute moments of order statistics
Probability
2016-08-01 v2
Abstract
The bounds for absolute moments of order statistics are established. Let be independent identically distributed real-valued random variables and let be the corresponding order statistics. The absolute moments , , are estimated via the absolute moment , , for all such that with order in and . These estimates are able to be of some use as a~tool to argue in different probability limit theorems.
Keywords
Cite
@article{arxiv.1607.08066,
title = {Bounds for absolute moments of order statistics},
author = {Nadezhda V. Gribkova},
journal= {arXiv preprint arXiv:1607.08066},
year = {2016}
}
Comments
In: Exploring Stochastic Laws (Skorokhod, A.V., Borovskikh, Yu.V. eds.), 1995, pp. 129--134. Utrecht: VSP