Abstract

This paper concerns a partial ordering of positive dependence of a class of random variables which have a common marginal distribution and are not necessarily exchangeable. The main theorem is obtained by applying a moment inequality via majorization. Inequalities for exchangeable random variables, for random variables whose marginal densities possess the semigroup property and for the multivariate normal distribution are then obtained as special cases.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.