Moment inequalities for generalized \(L\)-statistics (Q1288118): Difference between revisions

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.