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Extreme variances of order statistics in dependent samples - MaRDI portal

Extreme variances of order statistics in dependent samples (Q945805)

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scientific article; zbMATH DE number 5344886
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Extreme variances of order statistics in dependent samples
scientific article; zbMATH DE number 5344886

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    Extreme variances of order statistics in dependent samples (English)
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    17 September 2008
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    Optimal bounds on variances of order statistics based on samples of dependent, identically distributed random variables in terms of population variance scale units are established. A discussion on their attainment is also provided.
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    bounds on variances
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    identically distributed random variables
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    scale units
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