This paper concerns a partial ordering of positive dependence of a class of random variables which have a common marginal distribution and are not necessarily exchangeable. The main theorem is obtained by applying a moment inequality via majorization. Inequalities for exchangeable random variables, for random variables whose marginal densities possess the semigroup property and for the multivariate normal distribution are then obtained as special cases.
Publié le : 1989-03-14
Classification:
Moment inequalities,
probability inequalities,
positive dependence,
exchangeable random variables,
mixture of distributions,
de Finetti's theorem,
60E15,
62H05
@article{1176347026,
author = {Tong, Y. L.},
title = {Inequalities for a Class of Positively Dependent Random Variables with a Common Marginal},
journal = {Ann. Statist.},
volume = {17},
number = {1},
year = {1989},
pages = { 429-435},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347026}
}
Tong, Y. L. Inequalities for a Class of Positively Dependent Random Variables with a Common Marginal. Ann. Statist., Tome 17 (1989) no. 1, pp. 429-435. http://gdmltest.u-ga.fr/item/1176347026/