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dc.contributor.authorChristofides, Tasos C.en
dc.contributor.authorVaggelatou, E.en
dc.creatorChristofides, Tasos C.en
dc.creatorVaggelatou, E.en
dc.description.abstractIn this paper, we show that a vector of positively/negatively associated random variables is larger/smaller than the vector of their independent duplicates with respect to the supermodular order. In that way, we solve an open problem posed by Hu (Chinese J. Appl. Probab. Statist. 16 (2000) 133) refering to whether negative association implies negative superadditive dependence, and at the same time to an open problem stated in Müller and Stoyan (Comparison Methods for Stochastic Modes and Risks, Wiley, Chichester, 2002) whether association implies positive supermodular dependence. Therefore, some well-known results concerning sums and maximum partial sums of positively/negatively associated random variables are obtained as an immediate consequence. The aforementioned result can be exploited to give useful probability inequalities. Consequently, as an application we provide an improvement of the Kolmogorov-type inequality of Matula (Statist. Probab. Lett. 15 (1992) 209) for negatively associated random variables. Moreover, a Rosenthal-type inequality for associated random variables is presented. © 2003 Elsevier Inc. All rights reserved.en
dc.sourceJournal of Multivariate Analysisen
dc.subjectConvex orderen
dc.subjectIncreasing convex orderen
dc.subjectKolmogorov-type inequalitiesen
dc.subjectPositive and negative associationen
dc.subjectRosenthal inequalitiesen
dc.subjectSupermodular orderen
dc.titleA connection between supermodular ordering and positive/negative associationen
dc.description.endingpage151Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied SciencesΤμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.description.notes<p>Cited By :57</p>en
dc.source.abbreviationJ.Multivariate Anal.en
dc.contributor.orcidChristofides, Tasos C. [0000-0001-6121-0683]

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