Sharp upper bounds for the best predictor of future mean of some order statistics
Volume 33 / 2006
Applicationes Mathematicae 33 (2006), 293-304
MSC: 62G30, 62G32, 62E10, 60E15.
DOI: 10.4064/am33-3-5
Abstract
We provide sharp upper bounds for the mean of the future order statistics based on observed $r$ order statistics. These bounds are expressed in terms of various scale units. We also determine the probability distributions for which the bounds are attained.