A bound for the maximum of a number of random variables

Author:

Gallot S.

Abstract

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.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference1 articles.

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