Inequalities for ordered sums (Q1086939): Difference between revisions

Let \(x_ i=y_ i+z_ i\), \(i=1,...,n\), and write \(x_{(1)}\leq...\leq x_{(n)}\), with corresponding notation for the ordered \(y_ i\) and \(z_ i\). It is shown, for example, that \(x_{(r)}\geq \max_{i=1,...,r}(y_{(i)}+z_{(r+1-i)})\), \(r=1,...,n\). Inequalities are also obtained for convex (or concave) functions of the \(x_{(i)}\). The results lead immediately to bounds for the expected values of order statistics in nonstandard situations in terms of simpler expectations. A small numerical example illustrates the method.