Maximum variance of order statistics
Date
1995Author
Papadatos, NickosSource
Annals of the Institute of Statistical MathematicsVolume
47Issue
1Pages
185-193Google Scholar check
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Yang (1982, Bull. Inst. Math. Acad. Sinica, 10(2), 197-204) proved that the variance of the sample median cannot exceed the population variance. In this paper, the upper bound for the variance of order statistics is derived, and it is shown that this is attained by Bernoulli variates only. The proof is based on Hoeffding's identity for the covariance. © 1995 The Institute of Statistical Mathematics.