The minimum of the expected value of the product of three random variables in the Fréchet class

DOI10.1007/BF02589227MaRDI QIDQ3598305zbMATH OpenFDO

Authors Salvatore Bertino

Publication date 3 February 2009

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02589227

zbMATH Keywords

Fréchet classlower boundsminimization

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

Recommendations

• Minimizing the expected minimum
• Lower bounds on multivariate distributions with preassigned marginals
• The Fréchet bounds revisited
• On the minimum of several random variables
• Mean and minimum of independent random variables

Cites work

• scientific article; zbMATH DE number 3122046 (Why is no real title available?)
• Inequalities for the expectation of ?-monotone functions

Cited in

(3)

• Minimizing the expected minimum
• Solution of the problem of the identified minimum for the tri-variate normal
• The complete mixability and convex minimization problems with monotone marginal densities

This page was built for publication: The minimum of the expected value of the product of three random variables in the Fréchet class

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3598305)