Inequalities for Ek(X,Y) When the Marginals are Fixed.

Abstract

When k(x,y) is a quasi-monotone function and the random variables X and Y have fixed distributions, it is shown under some further mild conditions that Ek(X,Y) is a monotone functional of the joint distribution function of X and Y. Its infimum and supremum are both attained and correspond to explicitly described joint distribution functions. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1976
Accession Number
ADA023133

Entities

People

  • Gordon Simons
  • Stamatis Cambanis
  • William Stout

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Cooperation
  • Distribution Functions
  • Functions (Mathematics)
  • Illinois
  • Inequalities
  • Mathematical Analysis
  • Mathematics
  • Monotone Functions
  • Probability
  • Random Variables
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.