ON THE GENERALIZED SAMPLE RANGE

Authors

  • V.K. Saghatelyan Chair of Actuarial Mathematics and Risk Management, YSU, Armenia

DOI:

https://doi.org/10.46991/PYSU:A/2012.46.3.021

Keywords:

order statistics, sample range, selection differential, characterization of distributions, bounds for ordered random variables, limiting distribution, generalization of sample range

Abstract

A new statistic called “generalized sample range” is introduced and estimation of its expectation is provided. Maximum value of expectation of new range is determined. Characterization of corresponding distribution, which affords that maximum is obtained. The asymptotic behavior and limiting relations of the distribution and its characterization are considered.

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Published

2012-11-01

How to Cite

Saghatelyan, V. (2012). ON THE GENERALIZED SAMPLE RANGE. Proceedings of the YSU A: Physical and Mathematical Sciences, 46(3 (229), 21–28. https://doi.org/10.46991/PYSU:A/2012.46.3.021

Issue

Section

Mathematics