Upper bounds for the expected maxima of independent random variables given known first four moments

DOI10.1134/S0001434621090017zbMath1479.62030OpenAlexW3209656627MaRDI QIDQ2666598

D. V. Ivanov

Publication date: 23 November 2021

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0001434621090017

zbMATH Keywords

Hölder's inequalityLagrange multiplier methodexpectation of maximumreachability of boundaries

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items

On the Bounds for the Expected Maxima of Random Samples with Known Expected Maxima of Two Samples of Smaller Size

Cites Work

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