Accession Number:
AD0768033
Title:
Some Inequalities for Concave Functions of Order Statistics from IFR (Increasing Failure Rate) Distributions,
Descriptive Note:
Corporate Author:
GEORGE WASHINGTON UNIV WASHINGTON D C PROGRAM IN LOGISTICS
Personal Author(s):
Report Date:
1973-09-20
Pagination or Media Count:
16.0
Abstract:
In the paper the authors consider functions which are the sum of the k largest order statistics in a sample of size n from a continuous distribution F, minus nh, where h is a specified constant. It is proven that such functions are concave in n. If F is an exponential distribution, then for a fixed k the authors obtain that value of n which maximizes the expected value of the function defined above. For F IFR an upper bound is obtained on n and also an upper bound on the maximum of the expected value of the function. Some other inequalities are also obtained. Modified author abstract
Descriptors:
Subject Categories:
- Statistics and Probability