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Majorization bounds for distribution functions

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  • Bairamov, Ismihan

Abstract

For a univariate distribution function (cdf) the upper and lower bounds expressed in terms of mixtures of cdf’s of order statistics are obtained. For a bivariate cdf, similar bounds, expressed in terms of mixtures of joint cdf’s of order statistics and their concomitants, are given. It is shown that these bounds converge to the corresponding cdf.

Suggested Citation

  • Bairamov, Ismihan, 2012. "Majorization bounds for distribution functions," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1799-1806.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:10:p:1799-1806
    DOI: 10.1016/j.spl.2012.06.005
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    References listed on IDEAS

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    1. Francisco J. Samaniego, 2007. "System Signatures and their Applications in Engineering Reliability," International Series in Operations Research and Management Science, Springer, number 978-0-387-71797-5, July-Dece.
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    Cited by:

    1. Bairamov, Ismihan & Khaledi, Baha-Eldin & Shaked, Moshe, 2014. "Stochastic comparisons of order statistics and their concomitants," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 105-115.

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