Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables

In this paper we define the class of conditional strong N-demimartingales given a σ-field F. This class includes the partial sum of F-negatively associated random variables as a special case. For functions of conditional strong N-demimartingales we compare the conditional expectation with the corresponding one of partial sums of conditionally independent random variables.

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Year of publication:	2013
Authors:	Hadjikyriakou, Milto
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1282-1286
Publisher:	Elsevier
Subject:	F-demimartingales \| Conditional N-demimartingales \| Conditional association \| Conditional expectation \| Conditional covariance

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039909