Generalized Fréchet Bounds for Cell Entries in Multidimensional Contingency Tables

Abstract

We consider the lattice, $\mathcal{L}$, of all subsets of a multidimensional contingency table and establish the properties of monotonicity and supermodularity for the marginalization function, $n(\cdot)$, on $\mathcal{L}$.  We derive from the supermodularity of $n(\cdot)$ some generalized Fr\'echet inequalities complementing and extending inequalities of Dobra and Fienberg.  Further, we construct new monotonic and supermodular functions from $n(\cdot)$, and we remark on the connection between supermodularity and some correlation inequalities for probability distributions on lattices.  We also apply an inequality of Ky Fan to derive a new approach to Fr\'echet inequalities for multidimensional contingency tables.