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The mixing advantag...
The mixing advantage is less than 2
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- Jagers, Peter, 1941 (author)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper, matematisk statistik,Department of Mathematical Sciences, Mathematical Statistics,Chalmers tekniska högskola,Chalmers University of Technology,University of Gothenburg
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Hamza, Kais (author)
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- Sudbury, Aidan (author)
- Monash University
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- Tokarev, Daniel (author)
- Monash University
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- Haccou, Patsy (author)
- Chalmers tekniska högskola,Chalmers University of Technology
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(creator_code:org_t)
- 2008-07-11
- 2009
- English.
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In: Extremes. - : Springer Science and Business Media LLC. - 1386-1999 .- 1572-915X. ; 12:1, s. 19-31
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Abstract
Subject headings
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- 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.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
Keyword
- Mixing - Stochastic ordering - Distribution of the maximum
- Mixing - Stochastic ordering - Distribution of the maximum
Publication and Content Type
- ref (subject category)
- art (subject category)
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