Extreme variances of order statistics in dependent samples

DOI10.1016/j.spl.2008.01.013zbMath1155.62035OpenAlexW2060635857MaRDI QIDQ945805

Tomasz Rychlik

Publication date: 17 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.013

zbMATH Keywords

identically distributed random variablesbounds on variancesscale units

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (9)

OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES ⋮ Bounds on Variances of Lifetimes of Coherent and Mixed Systems ⋮ A note on the network coloring game: a randomized distributed \((\Delta+1)\)-coloring algorithm ⋮ Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables ⋮ A Note on the Upper Bound to Variance of the Sample Extreme from a Finite Population ⋮ Mixed systems with minimal and maximal lifetime variances ⋮ Inequalities for variances of order statistics originating from urn models ⋮ On maximum variance ofkth records ⋮ Maximal dispersion of order statistics in dependent samples

Cites Work

• Unnamed Item
• Unnamed Item
• A characterization of rectangular distributions
• An extremal property of rectangular distributions
• Variances of sample medians
• Correlations between functions of records can be negative
• Variance bound of function of order statistics
• Some characterizations of distributions based on order statistics
• Some results on covariance of function of order statistics
• A counterexample to a conjecture on order statistics
• Distributions and expectations of order statistics for possibly dependent random variables
• A characterization of exponential distributions by correlations between records
• 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
• Maximum variance of \(k\)th records
• 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
• Extremal Properties of Extreme Value Distributions

This page was built for publication: Extreme variances of order statistics in dependent samples