Inequalities for E k(X, Y) when the marginals are fixed

Springer Science and Business Media LLC - Tập 36 - Trang 285-294 - 1976
Stamatis Cambanis1, Gordon Simons1, William Stout2
1Department of Statistics, University of North Carolina, Chapel Hill, USA
2Department of Mathematics, University of Illinois, Champaign-Urbana, USA

Tóm tắt

When k(x, y) is a quasi-monotone function and the random variables X and Y have fixed distributions, it is shown under some further mild conditions that ℰ k(X, Y) is a monotone functional of the joint distribution function of X and Y. Its infimum and supremum are both attained and correspond to explicitly described joint distribution functions.

Tài liệu tham khảo

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