A simple construction of an upper bound for the mean of the maximum of n identically distributed random variables

DOI10.2307/3213952MaRDI QIDQ3715950zbMATH OpenOpenAlexFDO

Authors A. Gravey

Publication date 1985

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213952

zbMATH Keywords

Erlang distributionhyperexponential distributionorder statistics, geometric distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Order statistics; empirical distribution functions (62G30)

Recommendations

• Bounds on the mean of the maximum of a number of normal random variables
• Upper (lower) bounds on the mean of the maximum (minimum) of a number of random variables
• Bounds on the expected maximum
• Upper bounds for the expected maxima of independent random variables given known first four moments
• Distribution-free bounds on the expectation of the maximum with scheduling applications

Cited in

(6)

• Inequalities for expected extreme order statistics
• Upper (lower) bounds on the mean of the maximum (minimum) of a number of random variables
• Bounds on the expected maximum
• General bounds and inequalities in order statistics
• Bounds on the mean of the maximum of a number of normal random variables
• On cumulative residual Tsallis entropy and its dynamic version of concomitants of generalized order statistics

This page was built for publication: A simple construction of an upper bound for the mean of the maximum of n identically distributed random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3715950)