Summary:
Let be a sample of arbitrary, possibly dependent, random variables, and the
corresponding order statistics. In this thesis, we study the problem of finding
tight bounds for the expected value of maximum order statistic ΕΧn:n , and for
expected range
under given means and variances on n random variables . In both sections, we
find an extremal vector that attain the upper bound of ΕΧn:n and . In second
section, Papadatos (2014) derived the best possible upper bound for of Arnold Groeneveld (1979).
Keywords:
Bounds, Range, Order statistics, Maximum random variable, Probabilities