2011
DOI: 10.4169/math.mag.84.5.365
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An Upper Bound for the Expected Difference between Order Statistics

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Cited by 22 publications
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“…In this section, we will make several approximations, growing tight with large n, that we treat formally in the full version. Our analysis makes use of results from [15,16,19]. This section is intended to demonstrate the techniques needed to understand the condition (2).…”
Section: The Case Where K =mentioning
confidence: 99%
“…In this section, we will make several approximations, growing tight with large n, that we treat formally in the full version. Our analysis makes use of results from [15,16,19]. This section is intended to demonstrate the techniques needed to understand the condition (2).…”
Section: The Case Where K =mentioning
confidence: 99%
“…Thus, E Y(n:n) − Y (n−1:n) |M = m = E Z (m:m) − Z (m−1:m). Using an analysis similar to that of[16],E Z (m:m) − Z (m−1:m) = F Z,(m:m) (x)) − (1 − F Z,(m−1:m) (x)) dx = Z,(m−1:m) − F Z,(m:m) (x) dx = Z (x) m−1 (1 − F Z (x)) dx ≥ Z (x) m−1 (1 − F Z (x)) dxChoose η ∈ (0, 1 − F (T )) and η ∈ (η, 1 − F (T )). Let r = F −1 Z (F (T ) + η) and r = F −1…”
mentioning
confidence: 99%