A note on order statistics from symmetrically distributed samples
Volume 38 / 2011
Applicationes Mathematicae 38 (2011), 477-483
MSC: Primary 62G30; Secondary 62E99.
DOI: 10.4064/am38-4-6
Abstract
We present a first moment distribution-free bound on expected values of $L$-statistics as well as properties of some numerical characteristics of order statistics, in the case when the observations are possibly dependent symmetrically distributed about the common mean. An actuarial interpretation of the presented bound is indicated.