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Rio-type inequality for the expectation of products of random variables. (English) Zbl 1075.60012

Summary: We develop an inequality for the expectation of a product of \(n\) random variables generalizing the recent work of J. Dedecker and P. Doukhan [Stochastic Processes Appl. 106, No. 1, 63–80 (2003; Zbl 1075.60518)] and the earlier results of E. Rio [Ann. Inst. Henri Poincaré, Probab. Stat. 29, No. 4, 587–597 (1993; Zbl 0798.60027)].

MSC:

60E15 Inequalities; stochastic orderings
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