Maximal Expectations of Extreme Order Statistics from Increasing Density and Failure Rate Populations |
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| Authors: | Tomasz Rychlik |
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| Affiliation: | 1. Institute of Mathematics, Polish Academy of Sciences, Warsaw, Polandtrychlik@impan.pl |
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| Abstract: | We determine sharp bounds for the expectations of the first and second and last order statistics for the i.i.d. samples from the increasing density and failure rate populations. These bounds are expressed by means of the population mean and standard deviation. The results are determined by use of the projections of elements of Hilbert spaces onto convex cones. |
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| Keywords: | Order statistic Increasing density Increasing failure rate Sharp bound. |
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