Max-sum equivalence of conditionally dependent random variables

In this paper, we prove the max-sum equivalence of random variables satisfying two conditional dependence assumptions. Besides, we also discuss the interrelationship between the above two conditional dependence assumptions. The obtained results improve and generalize some existing results.

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Year of publication:	2014
Authors:	Jiang, Tao ; Gao, Qingwu ; Wang, Yuebao
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 60-66
Publisher:	Elsevier
Subject:	Conditional dependence \| Inclusion relationship \| Max-sum equivalence \| Subexponentiality

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010718819