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Some inequalities for the expectation of a product of functions of a random variable and for the multivariate distribution function at a random point |
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| Authors: | M. Horn |
| Abstract: | Under certain assumptions the expectation of a product of functions of a random variable is greater (smaller) than the product of expectations. The multivariate distribution function of m independent random variables at a random point is greater than the product of the distribution functions of the m variables. |
| Keywords: | Inequality expectation of a product of functions of a random variable distribution functions of a vector and its components |