A FURTHER STUDY ON CORRELATION ORDER

• 作 者: ZhangYi LuTongyu
• 机 构: Dept.ofMath.,CollegeofManagement
• 出 处: 高校应用数学学报：英文版
• 发表日期: 2004年4期
• 关键词: 相关顺序 二变量 随机向量 概率论 correlation order convex order increasing convex order comp
• 基金项目: the National Natural Science Foundation of China( 1 0 371 1 0 9)

Let (X1,X2,…,Xn) and (Y1,Y2,…Yn) be real random vectors with the same marginal distributions,if (X1,X2,…,Xn)≤c(Y1,Y2,…Yn), it is showed in this paper that ∑i=1^n Xi≤cx∑i=1^n Yi and max1≤k≤n∑i=1^k Xi≤icx max1≤k≤n∑i=1^k Yi hold. Based on this fact,a more ge