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Sharp Bounds for Generalized Order Statistics via Logarithmic Moments |
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| Authors: | M Kaluszka A Okolewski |
| Institution: | 1. Institute of Mathematics , Technical University of Lodz , Lodz, Poland kaluszka@p.lodz.pl;3. Institute of Mathematics , Technical University of Lodz , Lodz, Poland |
| Abstract: | ABSTRACT We present sharp bounds for expectations of generalized order statistics with random indices. The bounds are expressed in terms of logarithmic moments E X a (log max {1, X}) b of the underlying observation X. They are attainable and provide characterizations of some non trivial distributions. No restrictions are imposed on the parameters of the generalized order statistics model. |
| Keywords: | Generalized order statistics Lomax distribution Moriguti's inequality Order statistics Pareto distribution Progressive Type II censored order statistics Records |