Efron's monotonicity property for measures on $\mathbb{R}^2$

2017 
First we prove some kernel representations for the covariance of two functions taken on the same random variable and deduce kernel representations for some functionals of a continuous one-dimensional measure. Then we apply these formulas to extend Efron's monotonicity property, given in Efron [1965] and valid for independent log-concave measures, to the case of general measures on $\mathbb{R}^2$. The new formulas are also used to derive some further quantitative estimates in Efron's monotonicity property.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    19
    References
    2
    Citations
    NaN
    KQI
    []