The mixing advantage is less than 2

Kais Hamza, Peter Jagers, Aidan Waverley Sudbury, Daniel Vadim Tokarev

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)


Corresponding to n independent non-negative random variables X 1,...,X n , are values M 1,...,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 for the expected value of the maximum of X 1,...,X n in terms of M 1,...,M n . This inequality is sharp in the sense that the random variables can be chosen so that the bound is approached arbitrarily closely. We also present related comparison results.
Original languageEnglish
Pages (from-to)19 - 31
Number of pages13
Publication statusPublished - 2009

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