Non-exchangeability of negatively dependent random variables

Fabrizio Durante; Pier-Luigi Papini

doi:10.1007/s00184-008-0207-2

Non-exchangeability of negatively dependent random variables

Fabrizio Durante, Pier-Luigi Papini

Institute for Mathematical Methods in Medicine and Data Based Modeling

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	139-149
Number of pages	11
Journal	Metrika
Volume	71
Issue number	2
DOIs	https://doi.org/10.1007/s00184-008-0207-2
Publication status	Published - 2010

Fields of science

101029 Mathematical statistics

Access to Document

10.1007/s00184-008-0207-2

Cite this

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title = "Non-exchangeability of negatively dependent random variables",

abstract = "We compute the measure of non-exchangeability (with respect to the L\textasciicircum{}\$\textbackslash{}infty\$norm) for a pair of identically distributed continuous random variables that satisfy some negative dependence property, namely quadrant dependence or stochastic decreasingness.",

author = "Fabrizio Durante and Pier-Luigi Papini",

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doi = "10.1007/s00184-008-0207-2",

language = "English",

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pages = "139--149",

journal = "Metrika",

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AU - Papini, Pier-Luigi

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DO - 10.1007/s00184-008-0207-2

M3 - Article

SN - 0026-1335

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SP - 139

EP - 149

JO - Metrika

JF - Metrika

IS - 2

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