Honam Mathematical Journal (호남수학학술지)

The Honam Mathematical Society (호남수학회)
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On the Negative Quadrant Dependence in Three Dimensions

  • Ko, Mi-Hwa (Division of Mathematics and Informational Statistics and Institute of Basic Natural Science, WonKwang University) ;
  • Kim, Tae-Sung (Division of Mathematics and Informational Statistics and Institute of Basic Natural Science, WonKwang University)
  • Published : 2003.07.30
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Abstract

In this note we perform an extreme point analysis on two natural definitions of negative quadrant dependence of three random variables and examine how different these two notions of dependence. We also characterize some special distributions which are both negatively lower orthant dependent and negatively upper orthant dependent.

Keywords

References

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