TightI bounds of exprcted maximum order statistic and expected range

Postgraduate Thesis uoadl:1316538 546 Read counter

Unit:
Κατεύθυνση Στατιστική και Επιχειρησιακή Έρευνα
Library of the School of Science
Deposit date:
2014-10-01
Year:
2014
Author:
Μπότσης Ιωάννης
Supervisors info:
Παπαδάτος Νικόλαος Αναπλ. Καθηγητής
Original Title:
Βέλτιστα φράγματα για την αναμενόμενη μέγιστη διατεταγμένη παρατήρηση και το δειγματικό εύρος
Languages:
Greek
Translated title:
TightI bounds of exprcted maximum order statistic and expected range
Summary:
Let be a sample of arbitrary, possibly dependent, random variables, and the
corresponding order statistics. In this thesis, we study the problem of finding
tight bounds for the expected value of maximum order statistic ΕΧn:n , and for
expected range
under given means and variances on n random variables . In both sections, we
find an extremal vector that attain the upper bound of ΕΧn:n and . In second
section, Papadatos (2014) derived the best possible upper bound for of Arnold Groeneveld (1979).
Keywords:
Bounds, Range, Order statistics, Maximum random variable, Probabilities
Index:
No
Number of index pages:
0
Contains images:
Yes
Number of references:
18
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