Generalized covariance inequalities |
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Authors: | Przemysław Matuła Maciej Ziemba |
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Affiliation: | 1. Institute of Mathematics, Marie Curie-Sk?odowska University, Lublin, Poland
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Abstract: | We prove some inequalities for the difference between a joint distribution and the product of its marginals for arbitrary absolutely continuous random variables. Some applications of the obtained inequalities are also presented. |
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