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Moment inequalities for order statistics from ordered families of distributions

Research paper by J. Bartoszewicz

Indexed on: 01 Dec '85Published on: 01 Dec '85Published in: Metrika



Abstract

In this paper some inequalities for the variance and covariance of convex monotone functions of order statistics from ordered families of distributions are presented. The considered order relations in the set of distributions are the stochastic ordering relation and the convex ordering relation. Stochastic comparisons of spacings and their sums are also given. As corollaries the results for IFR and DFR distributions are obtained.