Sharp Bounds on the Largest of some Linear Combinations of Random Variables with Given Marginal Distributions

DOI10.1017/S0269964800001856zbMath1134.60316OpenAlexW2158144489MaRDI QIDQ3415992

Isaac Meilijson

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800001856

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Distributionally Robust Linear and Discrete Optimization with Marginals

Cites Work

• Game theoretic proof that Chebyshev inequalities are sharp
• Convex majorization with an application to the length of critical paths
• [https://portal.mardi4nfdi.de/wiki/Publication:3889821 Sharpness of Fr�chet-bounds]

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