科研之友
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摘要
Let (X-1,...,X-n) be a multivariate normal random vector with any mean vector, variances equal to 1 and covariances equal and positive. Turner and Whitehead [9] established that the largest order statistic max{X-1,..., X-n} is less than the standard normal random variable in the dispersive order. In this paper, we give a new and straightforward proof for this result. Several possible extensions of this result are also discussed.
- 出版日期2016-4
- 单位中国科学技术大学
