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Non-exchangeability of negatively dependent random variables

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Abstract

We compute the measure of non-exchangeability (with respect to the L ∞-norm) for a pair of identically distributed continuous random variables that satisfy some negative dependence property, namely quadrant dependence or stochastic decreasingness.

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Authors and Affiliations

  1. Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria

    Fabrizio Durante

  2. Dipartimento di Matematica, Università di Bologna, 40126, Bologna, Italy

    Pier Luigi Papini

Authors
  1. Fabrizio Durante
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  2. Pier Luigi Papini
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Correspondence to Fabrizio Durante.

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Durante, F., Papini, P.L. Non-exchangeability of negatively dependent random variables. Metrika 71, 139–149 (2010). https://doi.org/10.1007/s00184-008-0207-2

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  • DOI: https://doi.org/10.1007/s00184-008-0207-2

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