Abstract
The purpose of this paper is to characterize the support of a probability measure P on a product XxY which is extremal in the set of measures having the same marginals as P. The paper continues the investigation started by G. Letac (1966) and by J. Denny (1980) dealing with a non-discrete version of the problem.
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References
Beneš, V.(1985): The moment problem and its applications, PhD Thesis, Prague (in Czech).
Denny, J.(1980): ‘The support of discrete extremal measures with given marginals’. Michigan Math. Journal 27, 59–64.
Halmos, P.R.(1956): Lectures on ergodic theory. Math. Soc. of Japan, Tokyo.
Letac, G.(1966): ‘Représentation des mesures de probabilité sur le produit de deux espaces dénombrables de marges donnés’. Ann. Inst. Fourier 16, 497–507.
Schwartz, L. (1973): Radon measures. Oxford University Press
Štěpán, J. (1979): ‘Probability measures with given expectations’. Proc. of the 2-nd Prague Symp. on Asymptotic Stat., North Holland.
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© 1987 D. Reidel Publishing Company
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Beneš, V., Štěpán, J. (1987). The Support of Extremal Probability Measures with Given Marginals. In: Puri, M.L., Révész, P., Wertz, W. (eds) Mathematical Statistics and Probability Theory. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-3963-9_4
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DOI: https://doi.org/10.1007/978-94-009-3963-9_4
Publisher Name: Springer, Dordrecht
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