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Inequalities for ordered sums
Authors:H A David
Institution:(1) Iowa State University, Iowa, USA
Abstract:Summary Letx i =y i +z i ,i=1, ...n, and writex (1)≦...≦x (n) , with corresponding notation for the orderedy i andz i . It is shown, for example, that 
$$x_{(r)} \geqq \mathop {\max }\limits_{i = 1, \cdots ,r} (y_{(i)} + z_{(r + 1 - i)} )$$
,r=1, ...n. Inequalities are also obtained for convex (or concave) functions of thex (i) . The results lead immediately to bounds for the expected values of order statistics in nonstandard situations in terms of simpler expectations. A small numerical example illustrates the method. Research supported by U.S. Army Research Office.
Keywords:Order statistics  convexity  majorization  outliers
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