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Sharp bounds on the expectations of L-statistics expressed in the Gini mean difference units
Authors:Paweł Marcin Kozyra
Affiliation:Department of Mathematical Statistics, Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland
Abstract:We describe a method of calculating sharp lower and upper bounds on the expectations of arbitrary, properly centered L-statistics expressed in the Gini mean difference units of the original i.i.d. observations. Precise values of bounds are derived for the single-order statistics, their differences, and some examples of L-estimators. We also present the families of discrete distributions which attain the bounds, possibly in the limit.
Keywords:Order statistics  L-statistics  Expectation  Gini mean difference  Optimal bound  Bernstein polynomials  Variation diminishing property.
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