Abstract
We present two optimal bounds on the expectations of arbitrary L-statistics based on i.i.d. samples with a bounded support expressed in the support length units. One depends on the location of the population mean in the support interval, and the other is general. The results are explicitly described in the special cases of single-order statistics and their differences.
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Rychlik, T. (2006). Best Bounds on Expectations of L-Statistics from Bounded Samples. In: Balakrishnan, N., Sarabia, J.M., Castillo, E. (eds) Advances in Distribution Theory, Order Statistics, and Inference. Statistics for Industry and Technology. Birkhäuser Boston. https://doi.org/10.1007/0-8176-4487-3_16
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DOI: https://doi.org/10.1007/0-8176-4487-3_16
Publisher Name: Birkhäuser Boston
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