Abstract
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
| Original language | English |
|---|---|
| Pages (from-to) | 1190 - 1195 |
| Number of pages | 6 |
| Journal | Statistics and Probability Letters |
| Volume | 81 |
| Issue number | 8 |
| DOIs | |
| Publication status | Published - 2011 |
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