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Revisiting Sen's inequalities on order statistics

Author

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  • Balakrishnan, N.
  • Balasubramanian, K.

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.

Suggested Citation

  • Balakrishnan, N. & Balasubramanian, K., 2008. "Revisiting Sen's inequalities on order statistics," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 616-621, April.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:6:p:616-621
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    Cited by:

    1. Hamza, K. & Sudbury, A.W., 2011. "The mixing advantage for bounded random variables," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1190-1195, August.

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