Moment inequalities forSnunder general dependence restrictions, with applications
β Scribed by M. Longnecker; R. J. Serfling
- Publisher
- Springer
- Year
- 1978
- Tongue
- English
- Weight
- 853 KB
- Volume
- 43
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Let X 1 ; : : : ; X n be a random sample from a distribution function F. Let F n (x) = (1=n) n i=1 I (X i 6 x) denote the corresponding empirical distribution function. The empirical process is deΓΏned by In this note, upper bounds are found for E(D n ) and for E(e tDn ); where D n =sup x D n (x): A
A moment inequality is derived for decreasing (increasing) mean residual life DMRL (IMRL) distributions. A new test statistic for testing exponentiality against DMRL (IMRL) is introduced based on this inequality. It is shown that the proposed test has high relative e ciency for some commonly used al