Maximum variance of order statistics

DOI10.1007/BF00773423zbMath0822.62041MaRDI QIDQ1895448

Nickos Papadatos

Publication date: 18 October 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

upper boundpopulation variancevariance of order statisticsHoeffding's identityBernoulli variatesvariance of the sample median

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Related Items (17)

OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES ⋮ Maximum variance of order statistics from symmetric populations revisited ⋮ Bounds on Variances of Lifetimes of Coherent and Mixed Systems ⋮ Simulating risk measures via asymptotic expansions for relative errors ⋮ On the choice of the optimal single order statistic in quantile estimation ⋮ Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables ⋮ Upper and lower bounds on the variances of linear combinations of thekth records ⋮ Extreme variances of order statistics in dependent samples ⋮ Lower and upper bounds on the variances of spacings ⋮ A Note on the Upper Bound to Variance of the Sample Extreme from a Finite Population ⋮ Maximum variance of \(k\)th records ⋮ Mixed systems with minimal and maximal lifetime variances ⋮ Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application ⋮ Inequalities for variances of order statistics originating from urn models ⋮ On maximum variance ofkth records ⋮ Maximal dispersion of order statistics in dependent samples ⋮ Some New Results on the Beta Skew-Normal Distribution

Cites Work

• Improving the Hartley-David-Gumbel bound for the mean of extreme order statistics
• A characterization of rectangular distributions
• An extremal property of rectangular distributions
• Variances of sample medians
• Moment inequalities for order statistics with applications to characterizations of distributions
• Some characterizations of distributions based on order statistics
• Intermediate order statistics with applications to nonparametric estimation
• Some Concepts of Dependence
• LIMITS OF THE RATIO OF MEAN RANGE TO STANDARD DEVIATION
• Extremal Properties of Extreme Value Distributions
• A Modification of Schwarz's Inequality with Applications to Distributions
• The Maxima of the Mean Largest Value and of the Range
• Universal Bounds for Mean Range and Extreme Observation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Maximum variance of order statistics