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- Jagers, Peter,1941Gothenburg 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 (author)
The mixing advantage is less than 2
- Article/chapterEnglish2009
Publisher, publication year, extent ...
- 2008-07-11
- Springer Science and Business Media LLC,2009
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- LIBRIS-ID:oai:gup.ub.gu.se/107990
- https://gup.ub.gu.se/publication/107990URI
- https://doi.org/10.1007/s10687-008-0066-2DOI
- https://research.chalmers.se/publication/107990URI
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- Language:English
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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 and genre
- 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
- Mixing - Stochastic ordering - Distribution of the maximum
- Mixing - Stochastic ordering - Distribution of the maximum
Added entries (persons, corporate bodies, meetings, titles ...)
- Hamza, Kais (author)
- Sudbury, AidanMonash University (author)
- Tokarev, DanielMonash University (author)
- Haccou, PatsyChalmers tekniska högskola,Chalmers University of Technology (author)
- Göteborgs universitetInstitutionen för matematiska vetenskaper, matematisk statistik (creator_code:org_t)
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- In:Extremes: Springer Science and Business Media LLC12:1, s. 19-311386-19991572-915X
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