کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149551 | 957886 | 2012 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
We consider a fixed number of arbitrarily dependent random variables with a common symmetric marginal distribution. For each order statistic based on the variables, we determine a common optimal bound, dependent in a simple way on the sample size and number of order statistics, for various measures of dispersion of the order statistics, expressed in terms of the same dispersion measure of the single original variable. The dispersion measures are connected with the notion of M-functional of a random variable location with respect to a symmetric and convex loss function. The measure is defined as the expected loss paid for the discrepancy between the M-functional and the variable. The most popular examples are the median absolute deviation and variance.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 8, August 2012, Pages 2421-2429
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 8, August 2012, Pages 2421-2429
نویسندگان
Krzysztof JasiÅski, Tomasz Rychlik,