Some results on maximum of expected sums of sequential minima
Autor: | Alexei Stepanov, Valery B. Nevzorov |
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Rok vydání: | 2019 |
Předmět: |
Statistics and Probability
Independent and identically distributed random variables Discrete mathematics 021103 operations research 0211 other engineering and technologies Sample (statistics) 02 engineering and technology 01 natural sciences Maxima and minima 010104 statistics & probability 0101 mathematics Value (mathematics) Random variable Mathematics |
Zdroj: | Communications in Statistics - Theory and Methods. 50:1362-1369 |
ISSN: | 1532-415X 0361-0926 |
DOI: | 10.1080/03610926.2019.1649431 |
Popis: | Let X1,…,Xn be independent and identically distributed continuous nonnegative random variables and mn be the sample minimum. In the present paper, we propose an approach, which maximizes the value ... |
Databáze: | OpenAIRE |
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