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Bounds on the expected maximum |
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| Authors: | Barry C Arnold |
| Affiliation: | Department of Statistics , University of California , Riverside, CA, 92521 |
| Abstract: | Let (X1,X2, …,Xn) be jointly distributed random variables. Define Xn:n = max(X1,X2, …,Xn).Bounds on E(Xn:n), obtained by putting constraints on the distributions and/or dependence structure of the Xi's, are surveyed. |
| Keywords: | Dependent maxim maximax dependence universal bounds orthogonal expensions extreme deviance |