Inequalities Related to Associative Variables

Zhengyan Lin () and Zhidong Bai ()
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Zhengyan Lin: Zhejiang University, Department of Mathematics
Zhidong Bai: Northeast Normal University, School of Mathematics and Statistics

Chapter Chapter 11 in Probability Inequalities, 2010, pp 149-157 from Springer

Abstract: Abstract In this chapter, we introduce another class of dependent variables. Two r.v.’s X and Y are said to be positive quadrant dependent (PQD) if P(X > x,Y > y) ⩾ P(X > x)P(Y > y) for any x, y; and negative quadrant dependent (NQD) if P(X > x,Y > y) ⩽ P(X > x)P(Y > y).

Keywords: Convex Function; Invariance Principle; Nondecreasing Function; Dependent Random Variable; Associative Variable (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/978-3-642-05261-3_11

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