Hajek–Renyi-type inequality for associat
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B.L.S. Prakasa Rao
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Article
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2002
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Elsevier Science
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English
⚖ 86 KB
Let { ; F; P} be a probability space and {X n ; n ¿ 1} be a sequence of random variables deÿned on it. A ÿnite sequence {X 1 ; : : : ; X n } is said to be associated if for any two component wise non-decreasing functions f and g on R n ; Cov(f(X 1 ; : : : ; X n ); g(X 1 ; : : : ; X n )) ¿ 0. A Hajek