The Fréchet bounds revisited (Q1194693)
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scientific article; zbMATH DE number 68402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Fréchet bounds revisited |
scientific article; zbMATH DE number 68402 |
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The Fréchet bounds revisited (English)
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5 October 1992
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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 \(\mathbb{R}^ 2\).
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characterization of a 2-dimensional distribution function
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Fréchet bound
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non-increasing subset
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