Help on a proof - Mathematics版

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发帖数: 3

Two non-independent but identical r.v.'s X1>=0 and X2>=0 satisfy E(X1*X2)>=(
EX1)*(EX2) (i.e., nonnegative correlation)
try to prove: E(Y1*Y2)>=(EY1)*(EY2)
where Yi=exp(-Xi), i=1,2.
Any idea? Thanks!!

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