The mixing advantage for bounded random variables (Q553038)
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English | The mixing advantage for bounded random variables |
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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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