We address a more general version of a classic question in probability theory. Suppose X ∼ ${\bf N}_{{\bf p}}(\mu,\Sigma)$ (μ, Σ). What functions of X also have ...
This paper contains inequalities for the expectations of permutation-invariant concave functions and Schur-concave functions of the partial sums of nonnegative exchangeable random variables. Two ...
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