Sharp bounds for expectations of spacings from DDA and DFRA families

We present sharp upper bounds for the expectations of spacings from i.i.d. samples coming from restricted families of distributions. Two families are considered: distributions with decreasing density on the average and with decreasing failure rate on the average. We also characterize the distributions attaining the bounds. The results are obtained by projecting functions onto convex cones in Hilbert spaces.

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Year of publication:	2003
Authors:	Danielak, Katarzyna ; Rychlik, Tomasz
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 65.2003, 4, p. 303-316
Publisher:	Elsevier
Keywords:	Order statistic Spacing Decreasing density on the average Decreasing failure rate on the average Bound Projection

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

Persistent link: https://www.econbiz.de/10005254352