Log In

Prove The Rectangle Inequality For Joint Cdfs

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

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

× How can I help?