TIGHT BOUNDS ON EXPECTED ORDER STATISTICS

نویسندگان
چکیده

منابع مشابه

Tight Bounds on Expected Order Statistics

In this paper, we study the problem of finding tight bounds on the expected value of the kth order statistic E[xk:n] under moment information on n real-valued random variables. Given means E[xi] = μi and variances V ar[xi] = σ i , we show that the tight upper bound on the expected value of the highest order statistic E[xn:n] can be computed with a bisection search algorithm. An extremal discret...

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ژورنال

عنوان ژورنال: Probability in the Engineering and Informational Sciences

سال: 2006

ISSN: 0269-9648,1469-8951

DOI: 10.1017/s0269964806060414