Suppose X is a random variable and h is a non-increasing function, i.e., h(r) ≤h(2) if a1 > 2. Please show that h(X) and h(-X) are negatively correlated, that is Cov[h(X), h(-X)] ≤ 0.

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Suppose X is a random variable and h is a non-increasing function, i.e., h(x1) < h(x2) if r1 > #2. Please
show that h(X) and h(-X) are negatively correlated, that is
Cov[h(X), h(-X)] <0.
Transcribed Image Text:Suppose X is a random variable and h is a non-increasing function, i.e., h(x1) < h(x2) if r1 > #2. Please show that h(X) and h(-X) are negatively correlated, that is Cov[h(X), h(-X)] <0.
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