I bumped into a problem and I wonder if the following statement is true:
Let $X_1, X_2, ..., X_n$ be symmetric random variables (possibly dependent) centered around zero (i.e. $\mathbb{E}(X_i) = 0$ for $i\in\{1,2,...,n\}$). Then \begin{equation} \mathbb{P}\left(max_{i\in\{1,2,...,n\}} X_i < 0\right) \stackrel{?}{=} \mathbb{P}\left(min_{i\in\{1,2,...,n\}} X_i > 0\right). \end{equation}
In case of independence the proof can be done by using set operations, superlevel and sublevel sets: $\mathbb{P}\left(max_{i\in\{1,2,...,n\}} X_i < 0\right) = \mathbb{P}\left(\bigcap_{i\in\{1,2,...,n\}} \{X_i < 0\}\right) = \prod_{i\in\{1,2,...,n\}}\mathbb{P}\left(X_i < 0\right) = \prod_{i\in\{1,2,...,n\}}\mathbb{P}\left(X_i > 0\right) = \mathbb{P}\left(\bigcap_{i\in\{1,2,...,n\}} \{X_i > 0\}\right) = \mathbb{P}\left(min_{i\in\{1,2,...,n\}} X_i > 0\right).$
Can this argument be modified, in order to prove the general case stated above?