Communications of the Korean Mathematical Society (대한수학회논문집)
- Volume 11 Issue 4
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- Pages.1105-1116
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- 1996
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- 1225-1763(pISSN)
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- 2234-3024(eISSN)
A PARTIAL ORDERING OF WEAK POSITIVE QUADRANT DEPENDENCE
- Kim, Tae-Sung (Department of Statistics, Won-Kwang University) ;
- Lee, Young-Ro (Department of Computer Science, Chungnam Sanup University)
- Published : 1996.10.01
Abstract
A partial ordering is developed among weakly positive quadrant dependent (WPQD) bivariate random vectors. This permits us to measure the degree of WPQD-ness and to compare pairs of WPQD random vectors. Some properties and closures under certain statistical operations are derived. An application is made to measures of dependence such as Kendall's $\tau$ and Spearman's $\rho$.
Keywords
- Positive quadrant dependence ordering;
- convex(concave) function;
- stochastically increasing;
- associated