On Gaussian correlation inequalities for "periodic" sets
Let A and B be convex sets in containing the origin which are invariant under rotation around the origin by a 2[pi]/k angle, k=2,3,4,5,... . In this paper we establish the correlation inequality P(A[intersection]B)[greater-or-equal, slanted]P(A)P(B) under the N2(0,I2) distribution of X, for sets A and B as described above. This provides a generalization of Pitt's [1977. Ann. Probab. 5, 470-474] result, which established this correlation inequality for the case k=2, i.e. for convex symmetric sets.
Year of publication: |
2005
|
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Authors: | Bhandari, Subir K. ; Basu, Ayanendranath |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 73.2005, 3, p. 315-320
|
Publisher: |
Elsevier |
Subject: | Correlation inequality Periodic functions |
Saved in:
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