Bounds on moments of order statistics have been of interest since Sir
Francis Galton (1902) flrst addressed the problem of fairly dividing
flrst and second prize money in a competition. The present compendium of
results represents our effort to sort the plethora of results into some
semblance of order. We have tried to assign priority for results
appropriately. We will cheerfully accept corrections. Omissions of
interesting results have inevitably occurred. On this too we await
(cheerful) corrections. We are grateful to Peggy Franklin (University of
California), Janet Leach, Domenica Calabria and Patsy Chan (McMaster
University) who shared the responsibility of typing the manuscript. The
flnal form of the manuscript owes much to their skill and patience.
Barry C. Arnold Riverside, California U. S. A. N. Balakrishnan Hamilton,
Ontario Canada November, 1988 Table of Contents Chapter 1: TIlE
DISTRIBUTION OF ORDER STATISTICS Exercises 4 Chapter 2: RECURRENCE
RELATIONS AND IDENTITIES FOR ORDER STATISTICS 2. 0. Introduction 5 2. 1.
Relations for single moments 6 2. 2. Relations for product moments 9 2.
3. Relations for covariances 13 15 2. 4. Results for symmetric
populations 2. 5. Results for normal population 17 20 2. 6. Results for
two related populations 2. 7. Results for exchangeable variates 23 25
Exercises Chapter 3: BOUNDS ON EXPECTATIONS OF ORDER STATISTICS 3. 0.
Introduction 38 3. 1. Universal bounds in the Li. d. case 38 3. 2.
Variations on the Samuelson-Scott theme 43 3. 3.