Moment inequalities for order statistics from ordered families of distributions (Q1069588)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment inequalities for order statistics from ordered families of distributions |
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Moment inequalities for order statistics from ordered families of distributions (English)
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1985
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In this paper some inequalities for the variance and covariance of convex monotone functions of order statistics from ordered families of distributions are presented. The considered order relations in the set of distributions are the stochastic ordering relation and the convex ordering relation. Stochastic comparisons of spacings and their sums are also given. As corollaries the results for IFR and DFR distributions are obtained.
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moment inequalities
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variance
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covariance
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convex monotone functions of order statistics
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ordered families of distributions
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stochastic ordering
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convex ordering
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Stochastic comparisons of spacings
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sums
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IFR
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DFR
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