Suppose that $X,Y$ are nonnegative random variables satisfying, for each $t>0$,
$$ P(X>t,Y>t)\le P(X>t)P(Y>t).$$
Is there a standard term for this type of negative dependence?


(Edit: I've seen
the condition $E[XY] \le E[X]E[Y]$ called *negative covariance*.
Edit 2: the nonnegativity condition really isn't essential. I care more about the negative dependence condition.)



Name of type of negative dependence
It is called negative quadrant dependence. See Chapter 5 of "An Introduction to Copulas" by R. B. Nelson.


