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Are Highly Dispersed Variables More Extreme? The Case of Distributions with Compact Support

We consider discrete and continuous symmetric random variables X taking values in [0; 1], and thus having expected value 1/2. The main thrust of this investigation is to study the correlation between the variance, Var(X) of X and the value of the expected maximum E(Mn) = E(X1,...,Xn) of n independent and identically distributed random variables X1,X2,...,Xn, each distributed as X. Many special cases are studied, some leading to very interesting alternating sums, and some progress is made towards a general theory.

Identiferoai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etd-3731
Date01 May 2014
CreatorsAdjogah, Benedict E
PublisherDigital Commons @ East Tennessee State University
Source SetsEast Tennessee State University
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceElectronic Theses and Dissertations
RightsCopyright by the authors.

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