<Reference List> | |
Type: | Preprint |
National /International: | International |
Title: | Inequalities and bounds for expected order statistics from transform-ordered families |
Publication Date: | 2024-03-06 |
Authors: |
- Tommaso Lando
- Idir Arab - Paulo Eduardo Oliveira |
Abstract: | We introduce a comprehensive method for establishing stochastic orders among order statistics in the i.i.d. case. This approach relies on the assumption that the underlying distribution is linked to a reference distribution through a transform order. Notably, this method exhibits broad applicability, particularly since several well-known nonparametric distribution families can be defined using relevant transform orders, including the convex and the star transform orders. In the context of convex-ordered families, we demonstrate that applying Jensen's inequality enables the derivation of bounds for the probability that a random variable exceeds the expected value of its corresponding order statistic. |
Institution: | DMUC 24-11 |
Online version: | http://www.mat.uc.pt...prints/eng_2024.html |
Download: | Not available |