• 제목/요약/키워드: More positive orthant dependent

검색결과 1건 처리시간 0.019초

Some Positive Dependent Orderings

  • Tae-Sung Kim;Song-Ho Kim
    • Journal of the Korean Statistical Society
    • /
    • 제25권2호
    • /
    • pp.243-253
    • /
    • 1996
  • Let X and Y be random vectors in R$^{n}$ . A random vector X is 'more associated' than Y if and only if P(X $\in$ A ∩ B) - P(X $\in$ A)P(X $\in$ B) $\geq$ P(Y $\in$ A ∩ B)-P(Y $\in$ A)P(Y $\in$ B) for all open upper sets A and B. By requiring the above inequality to hold for some open upper sets A and B various notions of positive dependence orderings which are weaker than 'more associated' ordering are obtained. First a general theory is given and then the results are specialized to some concepts of a particular interest. Various properties and interrelationships are derived.

  • PDF