Bounds for the expectation of linear combinations of order statistics with application to pert networks
Author:
Claude Lefegrave a
| Affiliation: | a Universit Libre de Bruxelles, Institut de Statistique, Bruxelles, Belgium |
DOI:
10.1080/07362998608809096
Publication Frequency:
6 issues per year
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Abstract
The bounds derived by Arnold and Groeneveld [l] for the expectation of linear combinations of order statistics are slightly extended, and this allows us to deduce directly as particular cases the upper bounds obtained by Aven [2] for the expectation of the maximum of a number of random variables. These latter bounds are then used to construct simple explicit upper bounds for the mean completion time in Pert networks
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Libre de Bruxelles, Institut de Statistique, Bruxelles, Belgium
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