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
VL - 81
SP - 1190
EP - 1195
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
IS - 8
ER -