BRS-inequality
id:
brs-inequality-270-2186724
title:
BRS-inequality
text:
BRS-inequality is the short name for Bruss-Robertson-Steele inequality. This inequality gives a convenient upper bound for the expected maximum number of non-negative random variables one can sum up without exceeding a given upper bound s > 0 . For example, suppose 100 random variables X 1 , X 2 , . . . , X 100 are all uniformly distributed on [ 0 , 1 ] , not necessarily independent, and let s = 10 , say. Let N [ n , s ] := N [ 100 , 10 ] be the maximum number of X j one can select in { X 1 , X
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wiki
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encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/BRS-inequality
date created:
date modified:
2023-05-27T02:31:07Z
main entity:
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13
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13