The mixing advantage for bounded random variables (Q553038)

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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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