Inequalities for the expectation of ?-monotone functions

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1980 English Publisher:Springer Science and Business Media LLCJournal:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, volume 54, pages 341-349 (issn: 0044-3719, eissn: 1432-2064,

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Authors: Ludger R�schendorf;

doi: 10.1007/bf00534351

Inequalities for the expectation of ?-monotone functions

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Abstract

For some subsets of the set of all Δ-monotone functions on [0,1] n we characterize distribution functions F, G such that E F f≦EG f for all f within these subsets. Furthermore, we determine sharp upper and lower bounds of integrals of functions in these subsets w.r.t. all distributions with fixed marginals and give some applications of these results.

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RWTH Aachen University
Germany

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