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- W2158144489 abstract "Let X be a random vector and A a matrix. Let M be the maximal coordinate of the vector AX . For given marginal distributions of the coordinates of X , we present sharp bounds on the expectations of convex increasing functions of M . We derive joint distributions of X that achieve some of these bounds, and under these “worst case” distributions we study the joint distribution of M and the index of the largest coordinate of AX . Some possible applications are PERT network analysis and design of experiments." @default.
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- W2158144489 date "1991-01-01" @default.
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- W2158144489 title "Sharp Bounds on the Largest of some Linear Combinations of Random Variables with Given Marginal Distributions" @default.
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- W2158144489 doi "https://doi.org/10.1017/s0269964800001856" @default.
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