Some inequalities for the expectation of a product of functions of a random variable and for the multivariate distribution function at a random point

Max Horn

Biometrical Journal · 1979 · 12 citations · 2 references

Concepts

Abstract

Abstract Under certain assumptions the expectation of a product of functions of a random variable is greater (smaller) than the product of expectations. The multivariate distribution function of m independent random variables at a random point is greater than the product of the distribution functions of the m variables.

References

2