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

Yun, Seokhoon

• Published : 2004.12.01
• 41 5

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

References

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