Optimal mean-variance bounds on order statistics from families determined by star ordering
Applicationes Mathematicae (2002)
- Volume: 29, Issue: 1, page 15-32
- ISSN: 1233-7234
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topTomasz Rychlik. "Optimal mean-variance bounds on order statistics from families determined by star ordering." Applicationes Mathematicae 29.1 (2002): 15-32. <http://eudml.org/doc/279810>.
@article{TomaszRychlik2002,
abstract = {We present optimal upper bounds for expectations of order statistics from i.i.d. samples with a common distribution function belonging to the restricted family of probability measures that either precede or follow a given one in the star ordering. The bounds for families with monotone failure density and rate on the average are specified. The results are obtained by projecting functions onto convex cones of Hilbert spaces.},
author = {Tomasz Rychlik},
journal = {Applicationes Mathematicae},
language = {eng},
number = {1},
pages = {15-32},
title = {Optimal mean-variance bounds on order statistics from families determined by star ordering},
url = {http://eudml.org/doc/279810},
volume = {29},
year = {2002},
}
TY - JOUR
AU - Tomasz Rychlik
TI - Optimal mean-variance bounds on order statistics from families determined by star ordering
JO - Applicationes Mathematicae
PY - 2002
VL - 29
IS - 1
SP - 15
EP - 32
AB - We present optimal upper bounds for expectations of order statistics from i.i.d. samples with a common distribution function belonging to the restricted family of probability measures that either precede or follow a given one in the star ordering. The bounds for families with monotone failure density and rate on the average are specified. The results are obtained by projecting functions onto convex cones of Hilbert spaces.
LA - eng
UR - http://eudml.org/doc/279810
ER -
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