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

par Lefèvre, Claude
Référence Stochastic analysis and applications, 4, 3, page (351-356)
Publication Publié, 1986-01

Article révisé par les pairs

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Résumé :

The bounds derived by Arnold and Groeneveld [1] 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. © 1986, Taylor & Francis Group, LLC. All rights reserved.