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Bounds on the mean of the maximum of a number of normal random variables

 

作者: Jerzy Kamburowski,  

 

期刊: Statistics  （Taylor Available online 1989）
卷期: Volume 20, issue 3  

页码: 475-481

 

ISSN:0233-1888

 

年代: 1989

 

DOI:10.1080/02331888908802198

 

出版商: Akademie-Verlag

 

关键词: Multivariate normal distribution;convex order relation;maximum;expected value;bounds

 

数据来源: Taylor

 

摘要:

A simple method producing lower and upper bounds on E max(X1,...,Xn) is presented under assumption that the Xi's are independent normal random variables. Furthermore the upper bounds are determined when the Xi's are normal and positively correlated

 

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