Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for sums of random variables when the marginal distributions and the variance of the sum are given |
scientific article |
Statements
Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (English)
0 references
17 December 2013
0 references
convex order
0 references
variance order
0 references
comonotonic vector
0 references
upper comonotonic vector
0 references
maximal sum
0 references
