A counterexample is given to a proposition of Marshall and Olkin (1974, Ann. Statist.) describing a probability bound. A theorem which gives the conditions under which mixtures of associated random variables remain associated, is stated. This provides a method to obtain the required bound.
Publié le : 1978-01-14
Classification:
Probability bound,
monotone mixture,
association,
62H99,
26A86
@article{1176344082,
author = {Jogdeo, Kumar},
title = {On a Probability Bound of Marshall and Olkin},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 232-234},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344082}
}
Jogdeo, Kumar. On a Probability Bound of Marshall and Olkin. Ann. Statist., Tome 6 (1978) no. 1, pp. 232-234. http://gdmltest.u-ga.fr/item/1176344082/