Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599)
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scientific article; zbMATH DE number 6239141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for sums of random variables when the marginal distributions and the variance of the sum are given |
scientific article; zbMATH DE number 6239141 |
Statements
Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (English)
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17 December 2013
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convex order
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variance order
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comonotonic vector
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upper comonotonic vector
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maximal sum
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