
Accession Number : AD0699514
Title : A MOMENT PROBLEM FOR ORDER STATISTICS,
Corporate Author : CENTER FOR NAVAL ANALYSES ARLINGTON VA
Personal Author(s) : Kadane,Joseph B.
Report Date : 13 JAN 1970
Pagination or Media Count : 16
Abstract : Necessary and sufficient conditions are given for a triangular array of numbers to be expectations of order statistics of some nonnegative random variable. Using wellknow recurrence relations, the expections of all order statistics of the largest sample size, n, in the triangular array, or the expectations of the smallest of every sample size up to and including n are sufficient to determine the whole array. The former are reduced to a Stieltjes moment problem, the latter to a Hausdorff moment problem. These results are applied to show that for every smaple size, there is a positive random variable with geometrically increasing expectations of order statistics with arbitrary ratio and expectation of smallest order statistic. However, only the degenerate distributions have geometrically increasing expectations of order statistics for more than one sample size, even when the ratio and mean of the smallest order statistic can depend on the sample size. (Author)
Descriptors : (*STATISTICAL ANALYSIS, RANDOM VARIABLES), STATISTICAL DISTRIBUTIONS, MEASURE THEORY, GROUP DYNAMICS, PROBABILITY, SAMPLING, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE