A note on order statistics from symmetrically distributed samples
Marek Kałuszka; Andrzej Okolewski
Applicationes Mathematicae (2011)
- Volume: 38, Issue: 4, page 477-483
- ISSN: 1233-7234
Access Full Article
top
Abstract
topHow to cite
topMarek Kałuszka, and Andrzej Okolewski. "A note on order statistics from symmetrically distributed samples." Applicationes Mathematicae 38.4 (2011): 477-483. <http://eudml.org/doc/280055>.
@article{MarekKałuszka2011,
abstract = {We present a first moment distribution-free bound on expected values of L-statistics as well as properties of some numerical characteristics of order statistics, in the case when the observations are possibly dependent symmetrically distributed about the common mean. An actuarial interpretation of the presented bound is indicated.},
author = {Marek Kałuszka, Andrzej Okolewski},
journal = {Applicationes Mathematicae},
keywords = {dependent observations; L-statistics; spectral risk measures; Spearman ; Kendall },
language = {eng},
number = {4},
pages = {477-483},
title = {A note on order statistics from symmetrically distributed samples},
url = {http://eudml.org/doc/280055},
volume = {38},
year = {2011},
}
TY - JOUR
AU - Marek Kałuszka
AU - Andrzej Okolewski
TI - A note on order statistics from symmetrically distributed samples
JO - Applicationes Mathematicae
PY - 2011
VL - 38
IS - 4
SP - 477
EP - 483
AB - We present a first moment distribution-free bound on expected values of L-statistics as well as properties of some numerical characteristics of order statistics, in the case when the observations are possibly dependent symmetrically distributed about the common mean. An actuarial interpretation of the presented bound is indicated.
LA - eng
KW - dependent observations; L-statistics; spectral risk measures; Spearman ; Kendall
UR - http://eudml.org/doc/280055
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.