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Revisiting Sen's inequalities on order statistics
Journal article

Revisiting Sen's inequalities on order statistics

Abstract

Sen [1970. A note on order statistics for heterogeneous distributions. Ann. Math. Statist. 41, 2137–2139] derived some inequalities for distributions of order statistics from independent and non-identically distributed (INID) random variables. For this purpose, he used Hoeffding's [1956. On the distribution of the number of successes in independent trials. Ann. Math. Statist. 27, 713–721] inequality concerning distributions of convolutions of Bernoulli random variables. In this note, we present an alternate proof for Sen's inequalities which also leads to various generalizations.

Authors

Balakrishnan N; Balasubramanian K

Journal

Statistics & Probability Letters, Vol. 78, No. 6, pp. 616–621

Publisher

Elsevier

Publication Date

April 15, 2008

DOI

10.1016/j.spl.2007.09.023

ISSN

0167-7152

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