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Evaluations of expected generalized order statistics in various scale units

Erhard CramerUdo KampsTomasz Rychlik — 2002

Applicationes Mathematicae

We present sharp upper bounds for the deviations of expected generalized order statistics from the population mean in various scale units generated by central absolute moments. No restrictions are imposed on the parameters of the generalized order statistics model. The results are derived by combining the unimodality property of the uniform generalized order statistics with the Moriguti and Hölder inequalities. They generalize evaluations for specific models of ordered observations.

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