Communications for Statistical Applications and Methods

  • 제11권3호
  • /
  • Pages.455-463
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  • 2004
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Sharp Expectation Bounds on Extreme Order Statistics from Possibly Dependent Random Variables

  • Yun, Seokhoon (Department of Applied Statistics, University of Suwon)
  • 발행 : 2004.12.01
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초록

In this paper, we derive sharp upper and lower expectation bounds on the extreme order statistics from possibly dependent random variables whose marginal distributions are only known. The marginal distributions of the considered random variables may not be the same and the expectation bounds are completely determined by the marginal distributions only.

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참고문헌

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