论基于绝对矩的 L 矩上限

Pub Date : 2024-08-22 DOI:10.1016/j.spl.2024.110249
M.C. Jones , N. Balakrishnan
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引用次数: 0

摘要

一些基于绝对矩的基尼均值差上限被扩展到一般 L 矩。探讨了通过对绝对矩中心的替代选择来改进某些界限。对不同的界限进行了数值比较。给出了基尼均值差达到上限的分布。扩展到修剪 L 矩,进而扩展到概率加权矩。
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On absolute moment-based upper bounds for L-moments

A number of absolute moment-based upper bounds for Gini’s mean difference are extended to general L-moments. Improvement of some bounds by alternative choice of centre for the absolute moments is explored. Different bounds are compared numerically. The distribution for which upper bounds for Gini’s mean difference are attained is given. Extension is made to trimmed L-moments and hence to probability weighted moments.

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