Sharp bounds on variances of generalized order statistics
We present sharp lower and upper bounds on the variances of generalized order statistics with arbitrarily fixed model parameters valid for arbitrary baseline distributions with finite second moments. The bounds are expresssed with use of the scale units being the variances of baseline distributions. Special cases of submodels are discussed. Moreover, explicit formulae for the density and distribution functions of generalized order statistics are presented.
Authors
- Tomasz Rychlik
Institutions
- Institute of Mathematics (PL)
- Polish Academy of Sciences (PL)
Publication Details
- Journal
- Metrika
- Published
- 2025-12-24
- DOI
- https://doi.org/10.1007/s00184-025-01013-2
- Primary Topic
- Statistical Distribution Estimation and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00