Grüss-type bounds for covariances and the notion of quadrant dependence in expectation

Martín Egozcue; Luis García; Wing-Keung Wong; Ričardas Zitikis

Displaying similar documents to “Grüss-type bounds for covariances and the notion of quadrant dependence in expectation”

Grüss-type bounds for the covariance of transformed random variables.

Egozcue, Martín, García, Luis Fuentes, Wong, Wing-Keung, Zitikis, Ričardas (2010)

Journal of Inequalities and Applications [electronic only]

Similarity:

Bounds for tail probabilities of the sample variance.

Bentkus, V., Van Zuijlen, M. (2009)

Journal of Inequalities and Applications [electronic only]

Similarity:

Negative dependence structures through stochastic ordering.

Abdul-Hadi N. Ahmed (1990)

Trabajos de Estadística

Similarity:

Several new multivariate negative dependence concepts such as negative upper orthant dependent in sequence, negatively associated in sequence, right tail negatively decreasing in sequence and upper (lower) negatively decreasing in sequence through stochastic ordering are introduced. These concepts conform with the basic idea that if a set of random variables is split into two sets, then one is increasing whenever the other is decreasing. Our concepts are easily verifiable and enjoy many...

A note on optimal probability lower bounds for centered random variables

Mark Veraar (2008)

Colloquium Mathematicae

Similarity:

We obtain lower bounds for ℙ(ξ ≥ 0) and ℙ(ξ > 0) under assumptions on the moments of a centered random variable ξ. The estimates obtained are shown to be optimal and improve results from the literature. They are then applied to obtain probability lower bounds for second order Rademacher chaos.