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Maximally dependent random variables
Let X(1),..., X(n) have an arbitrary common marginal distribution function F, and let M(n) = max(X(1),..., X(n)). It is shown that EM(n) ≤ m(n), where m(n) = a(n) + n[unk](an)(∞)[1 -F(x)]dx and = F(-1)(1 - n(-1)), and that EM(n) = m(n) when X(1),..., X(n) are “maximally dependent”; i.e., P(M(n) >...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
1976
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| Assuntos: | |
| Acceso en liña: | https://ncbi.nlm.nih.gov/pmc/articles/PMC335891/ https://ncbi.nlm.nih.gov/pubmed/16578739 |
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