• Title/Summary/Keyword: Expectation bounds

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Sharp Expectation Bounds on Extreme Order Statistics from Possibly Dependent Random Variables

  • Yun, Seokhoon
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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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.

ON SOME INEQUALITIES FOR THE EXPECTATION AND VARIANCE

  • Cerone, P.;Dragomir, S.S.
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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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.