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Evaluations of expected generalized order statistics in various scale units

Volume 29 / 2002

Erhard Cramer, Udo Kamps, Tomasz Rychlik Applicationes Mathematicae 29 (2002), 285-295 MSC: Primary 62G30; Secondary 62E15. DOI: 10.4064/am29-3-2

Abstract

We present sharp upper bounds for the deviations of expected generalized order statistics from the population mean in various scale units generated by central absolute moments. No restrictions are imposed on the parameters of the generalized order statistics model. The results are derived by combining the unimodality property of the uniform generalized order statistics with the Moriguti and Hölder inequalities. They generalize evaluations for specific models of ordered observations.

Authors

  • Erhard CramerDepartment of Mathematics
    University of Oldenburg
    26111 Oldenburg, Germany
    e-mail
  • Udo KampsDepartment of Mathematics
    University of Oldenburg
    26111 Oldenburg, Germany
    e-mail
  • Tomasz RychlikInstitute of Mathematics
    Polish Academy of Sciences
    Chopina 12
    87-100 Toruń, Poland
    e-mail

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