Moment inequalities for generalized \(L\)-statistics (Q1288118): Difference between revisions
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English | Moment inequalities for generalized \(L\)-statistics |
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Moment inequalities for generalized \(L\)-statistics (English)
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11 May 1999
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Let \(X_n\) be independent exponentially distributed random variables. The authors study statistics of the following type: \(\Phi_n=\sum_{i=1}^n h_{ni}(X_{n:i})\), where \(X_{n:1}\leq\cdots\leq X_{n:n}\) are the order statistics based on the sample \(\{X_i\); \(i\leq n\}\) and \(h_{ni}\) are measurable functions. The functionals of this general form are called generalized \(L\)-statistics. In particular, if \(h_{ni}(y)=c_{ni}h(y)\) and the function \(h(y)\) is monotone, then \(\Phi_n\) represents the classical \(L\)-statistics. Given bounds on the functions \(h_{ni}\) of the type \(| h_{ni}(y)| \leq a_{ni}+b_{ni}| y| ^m\), the upper bounds for the absolute moments of \(\Phi_n\) are presented.
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moment inequality
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\(L\)-statistics
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generalized \(L\)-statistics
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upper bounds
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absolute moments
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