TY - JOUR
T1 - The mixing advantage is less than 2
AU - Hamza, Kais
AU - Jagers, Peter
AU - Sudbury, Aidan Waverley
AU - Tokarev, Daniel Vadim
PY - 2009
Y1 - 2009
N2 - 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.
AB - 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.
UR - http://www.springerlink.com/content/v7067409855w492x/fulltext.pdf
M3 - Article
SN - 1386-1999
VL - 12
SP - 19
EP - 31
JO - Extremes
JF - Extremes
ER -