A note on some inequalities for certain classes of positively dependent random variables

• Autorzy: Matuła P.
• Języki publikacji: EN

Abstrakty

EN

We prove an inequality for the difference between a joint distribution and the product of its marginals for certain classes of positively dependent random variables. Some multivariate extensions are also discussed.

Słowa kluczowe

EN

positive dependence; copula; covariance

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2004
• Tom: Vol. 24, Fasc. 1
• Strony: 17--26
• Opis fizyczny: Bibliogr. 10 poz.

Twórcy

autor

Matuła P.

• Institute of Mathematics, Maria Curie-Skłodowska University, pl. Marii Curie-Skłodowskiej 1, 20-031 Lublin, Poland

Bibliografia

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