The mixing advantage for bounded random variables (Q553038): Difference between revisions
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| Property / author | |||
| Property / author: Sumit K. Garg / rank | |||
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| Property / review text | |||
Given nonnegative random variables \(X_1,\dots,X_n\) concentrated on a real interval \([0,b]\), estimates are given for the expectation of the maximum of the random variables in terms of expectations obtained from the maxima of \(n\) independent copies of the random variables \(X_i\), \(i=1,\dots,n,\) under consideration. Some illustrations are given. | |||
| Property / review text: Given nonnegative random variables \(X_1,\dots,X_n\) concentrated on a real interval \([0,b]\), estimates are given for the expectation of the maximum of the random variables in terms of expectations obtained from the maxima of \(n\) independent copies of the random variables \(X_i\), \(i=1,\dots,n,\) under consideration. Some illustrations are given. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Kurt Marti / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60K10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5932079 / rank | |||
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| Property / zbMATH Keywords | |||
expectation of the maximum | |||
| Property / zbMATH Keywords: expectation of the maximum / rank | |||
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Revision as of 14:06, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mixing advantage for bounded random variables |
scientific article |
Statements
The mixing advantage for bounded random variables (English)
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26 July 2011
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Given nonnegative random variables \(X_1,\dots,X_n\) concentrated on a real interval \([0,b]\), estimates are given for the expectation of the maximum of the random variables in terms of expectations obtained from the maxima of \(n\) independent copies of the random variables \(X_i\), \(i=1,\dots,n,\) under consideration. Some illustrations are given.
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expectation of the maximum
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