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A bound for the maximum of a number of random variables

Published online by Cambridge University Press:  14 July 2016

S. Gallot
S. Gallot*
Affiliation:
University of Manchester
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Extract

In this note, we refine an upper bound, established by P. Whittle, for the probability that the maximum of a number of random variables x1, …, xn is less than a given value C when and are given probabilities in terms of which the bound will be expressed.

Type
Short Communications
Information
Journal of Applied Probability , Volume 3 , Issue 2 , December 1966 , pp. 556 - 558
Copyright
Copyright © Applied Probability Trust 

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References

[1] Whittle, P. (1959) Sur la distribution du maximum d'un polynôme trigonométrique à coefficients aléatoires. Le Calcul des Probabilités et ses Applications, p. 173, CNRS, Paris.Google Scholar