What is wrong with using Kolmogorov's inequality for finding the expectation of the maximum of normal random variables?
106316
Finding a bound on the maximum of the absolute value of normal random variables
9938
Proof of upper-tail inequality for standard normal distribution
33054
Given a joint density function, what is the conditional expectation $E[Y|x]$?
153669
Conditional expectation of a bivariate normal distribution
101474
Markov/Chebychev inequality
1290
Expectation of squared error
27788
Why is the expected value $E(X^2) \neq E(X)^2$?
124261
Expectation of nonnegative RV
5350
Explain why $E(|X|^p)=p\int_{0}^{\infty}y^{p-1}P(|X|>y) dy$
24683
For i.i.d. $\{X_n\}$ proving $\frac1n\max\limits_{1\leqslant k\leqslant n}|X_k|\xrightarrow{\mathrm{a.s.}}0\Leftrightarrow E(|X_1|)<+∞$
156019
Expectation formula of an integrable random variable
18826
Why does Maximum Likelihood estimation maximize probability density instead of probability
4130
Variance of a bounded random variable
37441
How to calculate the expected value of a standard normal distribution?
110222
Maximal inequality for a sequence of partial sums of independent random variables
62302
What is the expected value of the logarithm of Gamma distribution?
132392
Properties of Expectation