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On negatively associated random variables

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Abstract

In this note we show how Chebyshev’s other inequality can be applied to construct negatively associated random variables and to lead to a simplification of proofs for some known results on such random variables. In addition some improvements of basic properties of negatively associated random variables are provided.

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Author information

Authors and Affiliations

  1. Department of Statistics Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia

    M. Gerasimov & V. Kruglov

  2. Department of Mathematics and Statistics University of Regina Regina, Saskatchewan, S4S 0A2, Canada

    A. Volodin

Authors
  1. M. Gerasimov
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  2. V. Kruglov
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  3. A. Volodin
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Corresponding author

Correspondence to V. Kruglov.

Additional information

Research was partially supported by the Russian Foundation for Basic Research, project 11-01-00515-a and the National Science and Engineering Research Council of Canada.

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Gerasimov, M., Kruglov, V. & Volodin, A. On negatively associated random variables. Lobachevskii J Math 33, 47–55 (2012). https://doi.org/10.1134/S1995080212010052

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  • DOI: https://doi.org/10.1134/S1995080212010052

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