Generating Positively Correlated Random Variables from a Sequence of Independent Random Variables with Symmetric Logarithmically Concave Densities.
Abstract
The area of positive and negative dependence of multivariate distributions has attracted the attention of many authors over the past decade. This paper investigates covariance inequalities for a class of logarithmically concave densities.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1984
- Accession Number
- ADA148438
Entities
People
- Frank Proschan
- M. Abdel-hameed
Organizations
- Florida State University