Evaluations of expected generalized order statistics in various scale units
Volume 29 / 2002
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.