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Random variables with maximum sums

Published online by Cambridge University Press:  01 July 2016

Ludger Rüschendorf
Ludger Rüschendorf*
Affiliation:
University of Freiburg
*
∗Postal address: Institut für Mathematische Stochastik, Universität Freiburg, Hebelstr. 27, 7800 Freiburg, W. Germany.
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Abstract

Motivated by a problem in PERT networks we consider the question of construction of random variables with maximum sums when the marginals are fixed.

Keywords

MEASURES WITH GIVEN MARGINALSTOTAL DURATION DISTRIBUTION FUNCTIONSTOCHASTIC INEQUALITIES

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 14 , Issue 3 , September 1982 , pp. 623 - 632
Copyright
Copyright © Applied Probability Trust 1982 

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References

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