Majorization bounds for distribution functions

For a univariate distribution function (cdf) the upper and lower bounds expressed in terms of mixtures of cdf’s of order statistics are obtained. For a bivariate cdf, similar bounds, expressed in terms of mixtures of joint cdf’s of order statistics and their concomitants, are given. It is shown that these bounds converge to the corresponding cdf.

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Year of publication:	2012
Authors:	Bairamov, Ismihan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 10, p. 1799-1806
Publisher:	Elsevier
Subject:	Order statistics \| Concomitants \| Majorization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010597150