2018•arXiv (Cornell University)Open access
Optimal moment inequalities for order statistics from nonnegative random\n variables
Nickos Papadatos
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Abstract
We obtain the best possible upper bounds for the moments of a single order\nstatistic from independent, non-negative random variables, in terms of the\npopulation mean. The main result covers the independent identically distributed\ncase. Furthermore, the case of the sample minimum for merely independent (not\nnecessarily identically distributed) random variables is treated in detail.\n Key-words and phrases: order statistics; optimal moment bounds; nonnegative\nrandom variables; sample minimum; reliability systems.\n
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