非负随机变量的顺序统计量的最优矩不等式
Optimal moment inequalities for order statistics from nonnegative random variables
摘要:
我们获得了最好的可能的上界的时刻,一个单一的顺序统计量从独立的,非负的随机变量,在人口的平均值。主要结果覆盖了独立同分布的情形。此外,仅独立(不一定同分布)随机变量的样本最小值的情况下,详细处理。关键词和短语:顺序统计量;最优矩界;非负随机变量;样本最小值;可靠性系统。
英文摘要:
We obtain the best possible upper bounds for the moments of a single order statistic from independent, non-negative random variables, in terms of the population mean. The main result covers the independent identically distributed case. Furthermore, the case of the sample minimum for merely independent (not necessarily identically distributed) random variables is treated in detail. Key-words and phrases: order statistics; optimal moment bounds; nonnegative random variables; sample minimum; reliability systems.
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