Inequalities for ordered sums |
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Authors: | H A David |
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Institution: | (1) Iowa State University, Iowa, USA |
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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
,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. |
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Keywords: | Order statistics convexity majorization outliers |
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