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Non-exchangeability of negatively dependent random variables
Journal article   Peer reviewed

Non-exchangeability of negatively dependent random variables

Fabrizio Durante and Pier-Luigi Papini
Metrika, Vol.71, pp.139-149
71
2010
Handle:
https://hdl.handle.net/10863/39099

Abstract

We compute the measure of non-exchangeability (with respect to the $L^{\infty}$--norm) for a pair of identically distributed continuous random variables that satisfy some negative dependence property, namely quadrant dependence or stochastic decreasingness.
url
doi.org/10.1007/s00184-008-0207-2View

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