Fri 19 May, 2017 07:23 am
i want to proof the following by indication:
If the function h1 and h2 are monotone increasing in each
variable,and x=(x1,...,xn) are Random variable iid
Cov(h1(x),h2(x)) > 0
"It is generally taken for granted that the covariance of two increasing functions
of a random variable is positive. The present paper contains an elementary
proof of this fact."