A relation between positive dependence of signal and the variability of conditional expectation given signal

DOI10.1239/jap/1165505217zbMath1144.60304OpenAlexW1969968993MaRDI QIDQ5441533

Toshihide Mizuno

Publication date: 15 February 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1165505217

zbMATH Keywords

convex orderdispersive orderstochastically increasing order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Conjugate information disclosure in an auction with learning ⋮ Global dependence stochastic orders ⋮ From risk reduction to risk elimination by conditional mean risk sharing of independent losses ⋮ Positive Dependence of Signals

Cites Work

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