TY - JOUR

T1 - The mixing advantage for bounded random variables

AU - Hamza, Kais

AU - Sudbury, Aidan

PY - 2011

Y1 - 2011

N2 - Corresponding to n independent non-negative random variables X1,...,Xn concentrated on a bounded interval set are values M1,...,Mn, where each Mi is the expected value of the maximum of n independent copies of Xi. We obtain a sharp upper bound for the expected value of the maximum of X1,...,Xn in terms of M1,...,Mn. This inequality is sharp. A similar result is demonstrated for minima

AB - Corresponding to n independent non-negative random variables X1,...,Xn concentrated on a bounded interval set are values M1,...,Mn, where each Mi is the expected value of the maximum of n independent copies of Xi. We obtain a sharp upper bound for the expected value of the maximum of X1,...,Xn in terms of M1,...,Mn. This inequality is sharp. A similar result is demonstrated for minima

UR - http://ideas.repec.org/a/eee/stapro/v81y2011i8p1190-1195.html

U2 - 10.1016/j.spl.2011.03.017

DO - 10.1016/j.spl.2011.03.017

M3 - Article

SN - 0167-7152

VL - 81

SP - 1190

EP - 1195

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 8

ER -