Optimal moment inequalities for order statistics from nonnegative random variables
Statistics Theory
2018-06-14 v1 Statistics Theory
Abstract
We obtain the best possible upper bounds for the moments of a single order statistic from independent, non-negative 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. Key-words and phrases: order statistics; optimal moment bounds; nonnegative random variables; sample minimum; reliability systems.
Cite
@article{arxiv.1806.05095,
title = {Optimal moment inequalities for order statistics from nonnegative random variables},
author = {Nickos Papadatos},
journal= {arXiv preprint arXiv:1806.05095},
year = {2018}
}
Comments
17 pages