A relation between positive dependence of signal and the variability of conditional expectation given signal

Journal of Applied Probability

Volumn 43, Issue 4, 2006, Pages 1181-1185

  Mizuno, Toshihide ^a  

^a UNIVERSITY OF HYOGO   (Japan)

Author keywords

Conditional expectation; Convex order; Dispersive order; Stochastically increasing order

Indexed keywords

EID: 33947287860     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1165505217     Document Type: Article

References (3)

1. JOE, H. (1997). Multivariate Models and Dependence Concepts. Chapman & Hall, London.
2. MÜLLER, J. AND STOYAN, D. (2002). Comparison Methods for Stochastic Models and Risks. John Wiley, Chichester.
3. SHAKED, M. AND SHANTHIKUMAR, J. G. (1994). Stochastic Orders and Applications. Academic Press, San Diego, CA.