Negative Dependence Through the FKG Inequality
نویسندگان
چکیده
We investigate random variables arising in occupancy problems, and show the variables to be negatively associated, that is, negatively dependent in a strong sense. Our proofs are based on the FKG correlation inequality, and they suggest a useful, general technique for proving negative dependence among random variables. We also show that in the special case of two binary random variables, the notions of negative correlation and negative association coincide. ∗This work was supported by the ESPRIT II Basic Research Actions Program of the EC under contract no. 7141 (project ALCOM II) and by the Danish National Research Foundation through the Centre for Basic Research in Computer Science (BRICS). †Work partly done when the authors were visiting Max-Planck-Institut für Informatik, Saarbrücken. Desh Ranjan also acknowledges the hospitality of BRICS.
منابع مشابه
Negative Dependence via the FKG Inequality
We show how the FKG Inequality can be used to prove negative dependence properties.
متن کاملFKG inequality on the Wiener space via predictable representation
Using the Clark predictable representation formula, we give a proof of the FKG inequality on the Wiener space. Solutions of stochastic differential equations are treated as applications and we recover by a simple argument the covariance inequalities obtained for diffusions processes by several authors.
متن کاملThe FKG Inequality for Partially Ordered Algebras
The FKG inequality asserts that for a distributive lattice with logsupermodular probability measure, any two increasing functions are positively correlated. In this paper we extend this result to functions with values in partially ordered algebras, such as algebras of matrices and polynomials.
متن کاملAlgebraic Methods toward Higher - Order Probability Inequalities , Ii
Let (L,4) be a finite distributive lattice, and suppose that the functions f1, f2 :L→ R are monotone increasing with respect to the partial order 4. Given μ a probability measure on L, denote by E(fi) the average of fi over L with respect to μ, i = 1,2. Then the FKG inequality provides a condition on the measure μ under which the covariance, Cov(f1, f2) := E(f1f2)−E(f1)E(f2), is nonnegative. In...
متن کاملAlgebraic Methods toward Higher-order Probability Inequalities, Ii by Donald St. P. Richards
Let (L, ) be a finite distributive lattice, and suppose that the functions f1, f2 :L→ R are monotone increasing with respect to the partial order . Given μ a probability measure on L, denote by E(fi) the average of fi over L with respect to μ, i = 1,2. Then the FKG inequality provides a condition on the measure μ under which the covariance, Cov(f1, f2) := E(f1f2) − E(f1)E(f2), is nonnegative. I...
متن کامل