Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Sharp Expectation Bounds on Extreme Order Statistics from Possibly Dependent Random Variables

  • Yun, Seokhoon (Department of Applied Statistics, University of Suwon)
  • Published : 2004.12.01
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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.

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References

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