The mixing advantage for bounded random variables

被引：0

作者：

Hamza, K. ^{[1
]}

Sudbury, A. W. ^{[1
]}

机构：

[1] Monash Univ, Sch Math Sci, Clayton, Vic 3800, Australia

来源：

STATISTICS & PROBABILITY LETTERS | 2011年 / 81卷 / 08期

关键词：

Mixing; Stochastic ordering; Distribution of the maximum; RELIABILITY EQUIVALENCE; STATISTICS;

D O I：

10.1016/j.spl.2011.03.017

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Corresponding to n independent non-negative random variables X-1, ..., X-n concentrated on a bounded interval set are values M-1, ..., M-n, where each M-i is the expected value of the maximum of n independent copies of X. We obtain a sharp upper bound for the expected value of the maximum of X-1, ..., X-n in terms of M-1, ..., M-n. This inequality is sharp. A similar result is demonstrated for minima. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：1190 / 1195

页数：6

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