Negatively Superadditive Dependence of Random Variables with Applications
Negatively Superadditive Dependence of Random Variables with Applications
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发表时间：
2000
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通讯作者：
H. Taizhong
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作者：
H. Taizhong
如果对于每个超加性函数，E(X1, X2,..., Xm)≤5 E(Y1, Y2,...,Ym)，其中 Y1, Y2,..., Ym 与每个 i 的 Yi=Xi 独立，则随机向量 X = (X1, X2,..., Xm) 被称为负超加性相关 (NSD)。推导并应用了 NSD 的一些基本性质和三个结构定理，表明许多著名的多元分布都具有 NSD 性质。还介绍了应用程序。
A random vector X = (X1, X2,... , Xm) is said to be negatively superadditive dependent (NSD) if for every superadditive function , E(X1, X2,..., Xm)≤5 E(Y1, Y2,..,Ym) where Y1, Y2,..., Ym are independent with Yi=Xi for each i. Some basic properties and three structural theorems of NSD are derived and applied to show that a number of well-known multivariate distributions possess the NSD property. Applications are also presented.