A NOTE ON SOME INEQUALITIES FOR CERTAIN CLASSES OF
POSITIVELY DEPENDENT RANDOM VARIABLES
Abstract: We prove an inequality for the difference between a joint distribution and the
product of its marginals for certain classes of positively dependent random variables. Some
multivariate extensions are also discussed.
2000 AMS Mathematics Subject Classification: Primary 60E15, 62H20,
62G30.
Key words and phrases: Positive dependence, copula, covariance.