Accession Number:

ADA148438

Title:

Generating Positively Correlated Random Variables from a Sequence of Independent Random Variables with Symmetric Logarithmically Concave Densities.

Descriptive Note:

Technical rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

Report Date:

1984-08-01

Pagination or Media Count:

12.0

Abstract:

The area of positive and negative dependence of multivariate distributions has attracted the attention of many authors over the past decade. This paper investigates covariance inequalities for a class of logarithmically concave densities.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE