• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.455-463
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• 2004

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.

• Journal of applied mathematics & informatics
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• 제8권2호
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• pp.449-472
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• 2001

A variety bounds are obtained for the variance and expectation of a continuous random variable whose p.d.f. is defined over a finite interval. Previous results are shown to be particular cases of the current more general development.