The mixing advantage is less than 2 |
| |
Authors: | Kais Hamza Peter Jagers Aidan Sudbury Daniel Tokarev |
| |
Affiliation: | (1) School of Mathematical Sciences, Monash University, Clayton, Australia;(2) Mathematical Statistics, Chalmers University of Technology, Gothenburg, Sweden |
| |
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. |
| |
Keywords: | Mixing Stochastic ordering Distribution of the maximum |
本文献已被 SpringerLink 等数据库收录! |
|