A Note on the Upper Bound to Variance of the Sample Extreme from a Finite Population
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Publication:5419683
DOI10.1080/03610926.2012.675216zbMath1462.62283OpenAlexW2037575802MaRDI QIDQ5419683
Dalius Pumputis, Andrius Čiginas
Publication date: 11 June 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.675216
Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)
Related Items (3)
Rescaled bootstrap confidence intervals for the population variance in the presence of outliers or spikes in the distribution of a variable of interest ⋮ Inequalities for variances of order statistics originating from urn models ⋮ Maximal dispersion of order statistics in dependent samples
Cites Work
- An Edgeworth expansion for finite-population \(L\)-statistics
- Extreme variances of order statistics in dependent samples
- Characterizations based on order statistics under sampling without replacement
- A characterization of rectangular distributions
- An extremal property of rectangular distributions
- Variance bound of function of order statistics
- Some characterizations of distributions based on order statistics
- A note on maximum variance of order statistics from symmetric populations
- Dependence between order statistics in samples from finite population and its application to ranked set sampling
- How are moments and moments of spacings related to distribution functions?
- Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics
- Bounds on expectation of order statistics from a finite population
- Maximum variance of order statistics
- Upper and lower bounds for the correlation ratio of order statistics from a sample without replacement
- Maximum variance of order statistics from symmetric populations revisited
- Extremal Properties of Extreme Value Distributions
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