p-Norm bounds on the expectation of the maximum of a possibly dependent sample

Let X₁, X₂,…, X_n be identically distributed possibly dependent random variables with finite pth absolute moment assumed without loss of generality to be equal to 1. Denote the order statistics by X_1:n, X_2:n,…, X_n:n. Bounds are derived for E(X_n:n) when it is assumed that the X_i's are (i) arbitrarily dependent and (ii) independent. The effect of assuming a symmetric common distribution for the X_i's is discussed. Analogous bounds are described for the expected range of the sample. Bounds on expectations of general linear combinations of order statistics are described in the independent case.