A simple construction of an upper bound for the mean of the maximum of n identically distributed random variables

DOI10.2307/3213952zbMath0588.60017OpenAlexW4246668669MaRDI QIDQ3715950

A. Gravey

Publication date: 1985

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213952

zbMATH Keywords

hyperexponential distributionErlang distributionorder statistics, geometric distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (4)

On cumulative residual Tsallis entropy and its dynamic version of concomitants of generalized order statistics ⋮ Bounds on the expected maximum ⋮ General bounds and inequalities in order statistics ⋮ Inequalities for expected extreme order statistics

This page was built for publication: A simple construction of an upper bound for the mean of the maximum of n identically distributed random variables