We prove some inequalities for the difference between a joint distribution and the product of its marginals for arbitrary absolutely continuous random variables. Some applications of the obtained inequalities are also presented.
@article{bwmeta1.element.doi-10_2478_s11533-011-0006-2,
author = {Przemys\l aw Matu\l a and Maciej Ziemba},
title = {Generalized covariance inequalities},
journal = {Open Mathematics},
volume = {9},
year = {2011},
pages = {281-293},
zbl = {1217.60017},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_2478_s11533-011-0006-2}
}
Przemysław Matuła; Maciej Ziemba. Generalized covariance inequalities. Open Mathematics, Tome 9 (2011) pp. 281-293. http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_2478_s11533-011-0006-2/
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