Maximal dispersion of order statistics in dependent samples

DOI10.1080/02331888.2014.976646MaRDI QIDQ5263985zbMATH OpenOpenAlexFDO

Authors Tomasz Rychlik

Publication date 20 July 2015

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2014.976646

zbMATH Keywords

dispersionorder statistic\(k\)-out-of-\(n\) systemoptimal bounddependent identically distributed random variables\(M\)-functional of location

Mathematics Subject Classification ID

Reliability and life testing (62N05) Statistics of extreme values; tail inference (62G32) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables
• Extreme variances of order statistics in dependent samples
• Distribution and expectation bounds on order statistics from possibly dependent variates
• Dependence analysis between minimum and maximum order statistics
• Maximum variance of order statistics

Cites work

• A note on maximum variance of order statistics from symmetric populations
• A note on the upper bound to variance of the sample extreme from a finite population
• Approximation Theorems of Mathematical Statistics
• Bounds on Variances of Lifetimes of Coherent and Mixed Systems
• Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables
• Distributions and expectations of order statistics for possibly dependent random variables
• Extremal Properties of Extreme Value Distributions
• Extreme variances of order statistics in dependent samples
• Inequalities: theory of majorization and its applications
• Maximum variance of order statistics
• Maximum variance of order statistics from symmetric populations revisited
• On Closure of the IFR Class Under Formation of Coherent Systems
• On the application and extension of system signatures in engineering reliability
• Robust Estimation of a Location Parameter
• Robust Statistics
• Variances of sample medians

Cited in

(7)

• Distribution of the maximum of concomitants of selected order statistics
• Maximum variance of order statistics from symmetric populations revisited
• Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables
• Stochastically extremal distributions of order statistics for dependent samples
• Extreme variances of order statistics in dependent samples
• OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES
• Bounds for the reliability functions of coherent systems with heterogeneous components

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