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A further study on correlation order

Research paper by Zhang Yi, Lu Tongyu

Indexed on: 01 Dec '04Published on: 01 Dec '04Published in: Applied Mathematics-A Journal of Chinese Universities



Abstract

Let (X1,X2,…,Xn) and (Y1,Y2,…,Yn) be real random vectors with the same marginal distributions, if (X1,X2,…,Xn)≤c(Y1,Y2,…,Yn, it is showed in this paper that Σi=1nXi≤cxΣi=1nYi and max1≤k≤nΣi=1kXi≤icx max 1≤k≤nΣi=1kYi hold. Based on this fact, a more general comparison theorem is obtained.