Max-sum equivalence of conditionally dependent random variables

Tao Jiang, Qingwu Gao and Yuebao Wang

Statistics & Probability Letters, 2014, vol. 84, issue C, 60-66

Abstract: In this paper, we prove the max-sum equivalence of random variables satisfying two conditional dependence assumptions. Besides, we also discuss the interrelationship between the above two conditional dependence assumptions. The obtained results improve and generalize some existing results.

Keywords: Conditional dependence; Inclusion relationship; Max-sum equivalence; Subexponentiality (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.09.031

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