The Support of Extremal Probability Measures with Given Marginals

V. Beneš and J. Štěpán
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V. Beneš: National Research Institute for Machine Design
J. Štěpán: Charles University, Department of Statistics

A chapter in Mathematical Statistics and Probability Theory, 1987, pp 33-41 from Springer

Abstract: Abstract The purpose of this paper is to characterize the support of a probability measure P on a product XxY which is extremal in the set of measures having the same marginals as P. The paper continues the investigation started by G. Letac (1966) and by J. Denny (1980) dealing with a non-discrete version of the problem.

Keywords: Probability Measure; Simplicial Measure; Polish Space; Metrizable Space; Uniform Probability Distribution (search for similar items in EconPapers)
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-3963-9_4

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DOI: 10.1007/978-94-009-3963-9_4

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