This paper contains inequalities for the expectations of permutation-invariant concave functions and Schur-concave functions of the partial sums of nonnegative exchangeable random variables. Two ...

Journal of Applied Probability, Vol. 13, No. 2 (Jun., 1976), pp. 361-364 (4 pages) We give an expression for the expectation of max (0, S1, ⋯, Sn) where Sk is the kth partial sum of a finite sequence ...