On the covariance of monotone functions of a random variable


Schmidt, Klaus D.


URL: https://www.math.tu-dresden.de/sto/schmidt/dsvm/ds...
Document Type: Working paper
Year of publication: 2003
The title of a journal, publication series: Dresdner Schriften zur Versicherungsmathematik
Volume: 2003,4
Place of publication: Dresden
Publishing house: Institut für Mathematische Stochastik, Technische Universität Dresden
ISSN: 0946-4727
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematik (Seniorprofessur) (Schmidt, K.D. 2018-)
Subject: 510 Mathematics
Abstract: It is generally taken for granted that the covariance of two increasing functions of a random variable is positive. The present paper contains an elementary proof of this fact.

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.




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Schmidt, Klaus D. (2003) On the covariance of monotone functions of a random variable. Dresdner Schriften zur Versicherungsmathematik Dresden 2003,4 [Working paper]


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