Sharp bounds for the bias of trimmed means of progressively censored order statistics

  1. Mariusz Bieniek

Abstract

We provide sharp upper and lower bounds on the bias of trimmed means of progressively censored type II order statistics from general distributions in various scale units. The results are illustrated with numerical examples. We also discuss this problem for distributions with decreasing density or failure rate, as well as for generalized order statistics.

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Probability and Mathematical Statistics

36, z. 1, 2016

Pages from 99 to 112

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