Association and Probability Inequalities
Jogdeo, Kumar
Ann. Statist., Tome 5 (1977) no. 1, p. 495-504 / Harvested from Project Euclid
A "moving set inequality," a variant of the one considered by Anderson (1955) and Sherman (1955), is shown to yield a class of random variables whose absolute values are "associated." In particular, a model generated by "contaminated independence" forms the principal example. Further, it is proved that "concordant" functions of associated random variables are associated and then this result is applied to obtain a variety of probability inequalities related to multivariate normal and other distributions. These results generalize the ones obtained by Sidak (1967, 1968, 1971, 1973).
Publié le : 1977-05-14
Classification:  Contaminated independence model,  associated random variables,  concordant functions,  probability inequalities for rectangular sets and centrally symmetric convex sets,  multivariate normal,  multivariate $t$ and $F$ distributions,  Wishart distribution,  62H99,  26A86
@article{1176343846,
     author = {Jogdeo, Kumar},
     title = {Association and Probability Inequalities},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 495-504},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343846}
}
Jogdeo, Kumar. Association and Probability Inequalities. Ann. Statist., Tome 5 (1977) no. 1, pp.  495-504. http://gdmltest.u-ga.fr/item/1176343846/