s***e
发帖数: 830 | 1 x and y are random variables.
如果
(1) E[f(x,y)]=0
(2) f(x,y) and g(x,y) are increasing in x.
(3) f(x,y) and g(x,y) are decreasing in y.
能否得到
COV( f(x,y), g(x,y) )>0
不是作业题，看paper发现作者没有证明，感觉需要跟多条件，但不确定。谢谢！！ | d*********a
发帖数: 255 | 2 No.
take g(x,y)=constant. cov=0
【在 s***e 的大作中提到】
: x and y are random variables.
: 如果
: (1) E[f(x,y)]=0
: (2) f(x,y) and g(x,y) are increasing in x.
: (3) f(x,y) and g(x,y) are decreasing in y.
: 能否得到
: COV( f(x,y), g(x,y) )>0
: 不是作业题，看paper发现作者没有证明，感觉需要跟多条件，但不确定。谢谢！！
| p*****y
发帖数: 3 | 3 he said g(x,y) decreasing in y, how g(x,y)=constant?
could be Cov(f(x,y),g(x,y))>0
ex:
f(x,y)=g(x,y)=x/y
then Cov(f(x,y),g(x,y))=E(x^2/y^2)>0
but do not know how to prove theoretically. |
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