The mixing advantage is less than 2

DOI10.1007/S10687-008-0066-2zbMATH Open1224.60024arXiv0805.0447OpenAlexW2007201115MaRDI QIDQ626271FDOQ626271

Authors: K. Hamza, P. Jagers, Aidan Sudbury, Daniel V. Tokarev 

Publication date: 22 February 2011

Published in: Extremes (Search for Journal in Brave)

Abstract: Corresponding to $n$ independent non-negative random variables $X_1,\mathrm{...},X_n$, are values $M_1,\mathrm{...},M_n$, where each $M_i$ is the expected value of the maximum of $n$ independent copies of $X_i$. We obtain an upper bound to the expected value of the maximum of $X_1,\mathrm{...},X_n$ in terms of $M_1,\mathrm{...},M_n$. This inequality is sharp in the sense that the quantity and its bound can be made as close to each other as we want. We also present related comparison results.

Full work available at URL: https://arxiv.org/abs/0805.0447

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zbMATH Keywords

stochastic orderingdistribution of maximummixing factor

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

• Order Statistics
• A Note on Order Statistics for Heterogeneous Distributions
• The Maxima of the Mean Largest Value and of the Range
• Universal Bounds for Mean Range and Extreme Observation
• Bounds on expectations of linear systematic statistics based on dependent samples
• Revisiting Sen's inequalities on order statistics

Cited In (2)

• The mixing advantage for bounded random variables
• On the expectations of maxima of sets of independent random variables

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