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- Jagers, Peter, 1941, et al.
(författare)
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The mixing advantage is less than 2
- 2009
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Ingår i: Extremes. - : Springer Science and Business Media LLC. - 1386-1999 .- 1572-915X. ; 12:1, s. 19-31
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Tidskriftsartikel (refereegranskat)abstract
- 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.
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