# Prove the rectangle inequality for joint CDFs

Jan 10th, 2015
RockCafe
Category:
Statistics
Price: \$5 USD

Question description

Let F(x,y) be a bivariate CDF (i.e., the joint CDF of two r.v.s). Prove that for all a1 <= b1 and a2 <= b2,

F (b1 , b2 ) - F (a1 , b2 ) - F (b1 , a2 ) + F (a1 , a2 ) >=0

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