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The mixing advantage is less than 2

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
Hamza, Kais (author)
Sudbury, Aidan (author)
Monash University
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Tokarev, Daniel (author)
Monash University
Haccou, Patsy (author)
Chalmers tekniska högskola,Chalmers University of Technology
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 (creator_code:org_t)
2008-07-11
2009
English.
In: Extremes. - : Springer Science and Business Media LLC. - 1386-1999 .- 1572-915X. ; 12:1, s. 19-31
  • Journal article (peer-reviewed)
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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