On absolute moment-based upper bounds for L-moments

Jones, M. C. and Balakrishnan, N. (2025). On absolute moment-based upper bounds for L-moments. Statistics & Probability Letters, 216, article no. 110249.

DOI: https://doi.org/10.1016/j.spl.2024.110249

Abstract

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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