March 2016 Inequalities for variances of order statistics originating from urn models
Krzysztof Jasiński, Tomasz Rychlik
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J. Appl. Probab. 53(1): 162-173 (March 2016).

Abstract

We consider the drawing with and without replacement models from numerical populations. For order statistics based on the above drawing schemes, we provide sharp upper bounds for their variances, expressed in the single observation variance units. We also characterize the populations for which the bounds are attained.

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Krzysztof Jasiński. Tomasz Rychlik. "Inequalities for variances of order statistics originating from urn models." J. Appl. Probab. 53 (1) 162 - 173, March 2016.

Information

Published: March 2016
First available in Project Euclid: 8 March 2016

zbMATH: 1338.60018
MathSciNet: MR3471954

Subjects:
Primary: 60C05 , 60E15 , 62G32

Keywords: Drawing with replacement , drawing without replacement , optimal bound , order statistics , variance

Rights: Copyright © 2016 Applied Probability Trust

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Vol.53 • No. 1 • March 2016
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