
Accession Number : AD0768033
Title : Some Inequalities for Concave Functions of Order Statistics from IFR (Increasing Failure Rate) Distributions,
Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C PROGRAM IN LOGISTICS
Personal Author(s) : Brown,Robert A. ; Singpurwalla,Nozer D.
Report Date : 20 SEP 1973
Pagination or Media Count : 16
Abstract : In the paper the authors consider functions which are the sum of the k largest order statistics in a sample of size n from a continuous distribution F, minus nh, where h is a specified constant. It is proven that such functions are concave in n. If F is an exponential distribution, then for a fixed k the authors obtain that value of n which maximizes the expected value of the function defined above. For F IFR an upper bound is obtained on n and also an upper bound on the maximum of the expected value of the function. Some other inequalities are also obtained. (Modified author abstract)
Descriptors : (*STATISTICAL FUNCTIONS, INEQUALITIES), (*SAMPLING, DISTRIBUTION FUNCTIONS), RANDOM VARIABLES, STOCHASTIC PROCESSES, CONVEX SETS, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE