Generalized covariance inequalities
| Autor: | Maciej Ziemba, Przemysław Matuła |
|---|---|
| Rok vydání: | 2011 |
| Předmět: |
Covariance function
Covariance mapping General Mathematics Mathematical analysis Covariance Absolute continuity Inequalities in information theory Copula (probability theory) Joint probability distribution covariance 62g07 kernel estimation QA1-939 60e15 60f25 copula Applied mathematics positive and negative dependence probabilistic inequalities Random variable 62h20 Mathematics |
| Zdroj: | Open Mathematics, Vol 9, Iss 2, Pp 281-293 (2011) |
| ISSN: | 1644-3616 1895-1074 |
| DOI: | 10.2478/s11533-011-0006-2 |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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