Hostname: page-component-586b7cd67f-l7hp2 Total loading time: 0 Render date: 2024-11-20T07:03:06.984Z Has data issue: false hasContentIssue false

Upper (lower) bounds on the mean of the maximum (minimum) of a number of random variables

Published online by Cambridge University Press:  14 July 2016

Terje Aven*
Affiliation:
University of Oslo

Abstract

In this paper, we give some upper (lower) bounds on where the Xi's are real-valued random variables. Some applications are given.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1985 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Barlow, R. E. and Proschan, F. (1975) Statistical Theory of Reliability and Life Testing. Holt, Rinehart and Winston, New York.Google Scholar
David, H. A. (1970) Order Statistics. Wiley, New York.Google Scholar
Devroye, L. P. (1979) Inequalities for the completion times of stochastic Pert networks. Math. Operat. Res. 4, 441447.CrossRefGoogle Scholar
Frank, H. and Frisch, I. T. (1971) Communication, Transmission, and Transportation Networks. Addison-Wesley Publishing Co., Mass.Google Scholar
Loève, M. (1955) Probability Theory. Van Nostrand, New York.Google Scholar
Marshall, A. W. and Proschan, F. (1970) Mean life of series and parallel system. J. Appl. Prob. 7, 165174.Google Scholar