Xu, Jian-Lun - In: Journal of Multivariate Analysis 129 (2014) C, pp. 243-244
When an n×1 random vector X=(X1,…,Xn)T has a sign-invariant distribution, Strait (1974) proved that the expectations of max(0,X1,X1+X2,…,X1+Xn) and max(0,X1,…,Xn) are equal. In this note we assume a weaker condition that (X1,X2,…,Xn) and (−X1,X2,…,Xn) are equal in distribution and...