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Bounds for the expectation of linear combinations of order statistics with application to pert networks 

Author: Claude Lefegrave a
Affiliation:   a Universiteacute Libre de Bruxelles, Institut de Statistique, Bruxelles, Belgium
DOI: 10.1080/07362998608809096
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 4, Issue 3 1986 , pages 351 - 356
Formats available: PDF (English)
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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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