Open Access
August, 1982 The XYZ Conjecture and the FKG Inequality
L. A. Shepp
Ann. Probab. 10(3): 824-827 (August, 1982). DOI: 10.1214/aop/1176993791
Abstract

Consider random variables $x_1, \cdots, x_n$, independently and uniformly distributed on the unit interval. Suppose we are given partial information, $\Gamma$, about the unknown ordering of the $x$'s; e.g., $\Gamma = \{x_1 < x_{12}, x_7 < x_5, \cdots\}$. We prove the "XYZ conjecture" (originally due to Ivan Rival, Bill Sands, and extended by Peter Winkler, R. L. Graham, and other participants of the Symposium on Ordered Sets at Banff, 1981) that $P(x_1 < x_2|\Gamma) \leq P(x_1 < x_2|\Gamma, x_1 < x_3).$ The proof is based on the FKG inequality for correlations and shows by example that even when the hypothesis of the FKG inequality fails it may be possible to redefine the partial ordering so that the conclusion of the FKG inequality still holds.

Shepp: The XYZ Conjecture and the FKG Inequality
Copyright © 1982 Institute of Mathematical Statistics
L. A. Shepp "The XYZ Conjecture and the FKG Inequality," The Annals of Probability 10(3), 824-827, (August, 1982). https://doi.org/10.1214/aop/1176993791
Published: August, 1982
Vol.10 • No. 3 • August, 1982
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