Sharp Expectation Bounds on Extreme Order Statistics from Possibly Dependent Random Variables

Title & Authors
Sharp Expectation Bounds on Extreme Order Statistics from Possibly Dependent Random Variables
Yun, Seokhoon;

Abstract
In this paper, we derive sharp upper and lower expectation bounds on the extreme order statistics from possibly dependent random variables whose marginal distributions are only known. The marginal distributions of the considered random variables may not be the same and the expectation bounds are completely determined by the marginal distributions only.
Keywords
Expectation bounds;extreme order statistics;dependent random variables;
Language
English
Cited by
References
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