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Proceedings of the Yerevan State University, series Physical and Mathematical Sciences, 2012, Issue 3, Pages 21–28 (Mi uzeru144)  
Mathematics

On the generalized sample range

V. K. Saghatelyan

Chair of Actuarial Mathematics YSU, Armenia
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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.
Keywords: order statistics, sample range, selection differential, characterization of distributions, bounds for ordered random variables, limiting distribution, generalization of sample range.
Received: 27.02.2012
Accepted: 04.04.2012
Document Type: Article
Language: English
Citation: V. K. Saghatelyan, “On the generalized sample range”, Proceedings of the YSU, Physical and Mathematical Sciences, 2012, no. 3, 21–28
Citation in format AMSBIB
\Bibitem{Sag12}
\by V.~K.~Saghatelyan
\paper On the generalized sample range
\jour Proceedings of the YSU, Physical and Mathematical Sciences
\yr 2012
\issue 3
\pages 21--28
\mathnet{http://mi.mathnet.ru/uzeru144}
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