Title of article
Bounds for CDFs of Order Statistics Arising from INID Random Variables
Author/Authors
Okhli, Kheirolah Department of Statistics - Faculty of Mathematical Sciences - Ferdowsi University of Mashhad - Mashhad, Iran , Kazempoor, Jaber Department of Statistics - Faculty of Mathematical Sciences - Ferdowsi University of Mashhad - Mashhad, Iran , Habibirad, Arezou Department of Statistics - Faculty of Mathematical Sciences - Ferdowsi University of Mashhad - Mashhad, Iran
Pages
19
From page
39
To page
57
Abstract
In recent decades, studying order statistics arising from independent and
not necessary identically distributed (INID) random variables has been a remarkable
concern for researchers. The cumulative distribution function (CDF) of these random
variables (Fi:n) is a complex manipulating, long time consuming and a softwareintensive
tool that takes considerable time. Therefore, obtain approximations and
bounds for Fi:n and other theoretical properties of these variables, such as moments,
quantiles, characteristic functions, and some related probabilities, has always been the
main challenge. Recently, Bayramoglu (2018), Bayramoglu (2018), has introduced
a set of CDFs (F[i]), whose definitions are based on a point to point ordering of the
original CDFs (Fi), that can be used to approximate the CDF of i-th order statistics
(Fi:n). Here, by using just F[1] and F[n], we provide new upper and lower bounds for
the Fi:n. Furthermore, new approximations for F1:n and Fn:n, as well as for other cases,
are derived. Comparisons with respect to approximations suggested by Bayramoglu
Bayramoglu (2018) are also provided.
Keywords
Independent and not Necessary Identically Distributed , Order Statistics , Cumulative Distribution Function , Approximation Bounds
Journal title
Journal of the Iranian Statistical Society (JIRSS)
Serial Year
2020
Record number
2527294
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