The Fréchet bounds revisited (Q1194693)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Fréchet bounds revisited |
scientific article |
Statements
The Fréchet bounds revisited (English)
0 references
5 October 1992
0 references
The authors give a proof covering the discrete and continuous case for the characterization of a 2-dimensional distribution function attaining the upper resp. lower Fréchet bound by the property that the corresponding real-valued random variables are almost surely contained in a non-decreasing resp. non-increasing subset of \(\mathbb{R}^ 2\).
0 references
characterization of a 2-dimensional distribution function
0 references
Fréchet bound
0 references
non-increasing subset
0 references