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Bounds on the mean of the maximum of a number of normal random variables - MaRDI portal

Bounds on the mean of the maximum of a number of normal random variables (Q4730537)

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scientific article; zbMATH DE number 4115627
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Bounds on the mean of the maximum of a number of normal random variables
scientific article; zbMATH DE number 4115627

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    Bounds on the mean of the maximum of a number of normal random variables (English)
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    1989
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    multivariate normal distribution
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    convex order relation
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    maximum
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    expected value
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    bounds
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