Sharp bounds for expectations of spacings from decreasing density and failure rate families

Katarzyna Danielak; Tomasz Rychlik

Applicationes Mathematicae (2004)

  • Volume: 31, Issue: 4, page 369-395
  • ISSN: 1233-7234

Abstract

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We apply the method of projecting functions onto convex cones in Hilbert spaces to derive sharp upper bounds for the expectations of spacings from i.i.d. samples coming from restricted families of distributions. Two families are considered: distributions with decreasing density and with decreasing failure rate. We also characterize the distributions for which the bounds are attained.

How to cite

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Katarzyna Danielak, and Tomasz Rychlik. "Sharp bounds for expectations of spacings from decreasing density and failure rate families." Applicationes Mathematicae 31.4 (2004): 369-395. <http://eudml.org/doc/279426>.

@article{KatarzynaDanielak2004,
abstract = {We apply the method of projecting functions onto convex cones in Hilbert spaces to derive sharp upper bounds for the expectations of spacings from i.i.d. samples coming from restricted families of distributions. Two families are considered: distributions with decreasing density and with decreasing failure rate. We also characterize the distributions for which the bounds are attained.},
author = {Katarzyna Danielak, Tomasz Rychlik},
journal = {Applicationes Mathematicae},
keywords = {sharp bound; convex cone; decreasing density; decreasing failure rate; order statistics; projection; spacings},
language = {eng},
number = {4},
pages = {369-395},
title = {Sharp bounds for expectations of spacings from decreasing density and failure rate families},
url = {http://eudml.org/doc/279426},
volume = {31},
year = {2004},
}

TY - JOUR
AU - Katarzyna Danielak
AU - Tomasz Rychlik
TI - Sharp bounds for expectations of spacings from decreasing density and failure rate families
JO - Applicationes Mathematicae
PY - 2004
VL - 31
IS - 4
SP - 369
EP - 395
AB - We apply the method of projecting functions onto convex cones in Hilbert spaces to derive sharp upper bounds for the expectations of spacings from i.i.d. samples coming from restricted families of distributions. Two families are considered: distributions with decreasing density and with decreasing failure rate. We also characterize the distributions for which the bounds are attained.
LA - eng
KW - sharp bound; convex cone; decreasing density; decreasing failure rate; order statistics; projection; spacings
UR - http://eudml.org/doc/279426
ER -

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