• Title/Summary/Keyword: Weakly Dependence Ordering

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A WEAK ORDERING OF POSITIVE DEPENDENCE STRUCTURE OF STOCHASTIC PROCESSES

  • Ryu, Dae-Hee;Seok, Eun-Yang;Choi, In-Bong
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.553-564
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    • 1998
  • In this paper we introduce a new concept of more weakly quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence and it is closed under some statistical operations of weakly positive quadrant dependence(WPQD) ordering.

THE ORDERING OF CONDITIONALLY WEAK POSITIVE QUADRANT DEPENDENCE

  • BARK, JONG-IL;LEE, SEUNG-WOO;KIM, SO-YOUN;LEE, GIL-HWAN
    • Honam Mathematical Journal
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    • v.28 no.2
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    • pp.279-290
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    • 2006
  • In this paper, we introduced a new notion of conditionally weakly positive quadrant dependence(CWPQD) between two random variables and the partial ordering of CWPQD is developed to compare pairs of CWPQD random vectors. Some properties and closure under certain statistical operations are derived.

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ON THE WEAKLY POSITIVE ORTHANT DEPENDENCE ORDERING

  • Baek, Jong-Il;Seok, Eun-Yang
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.1059-1068
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    • 2000
  • In this paper we introduce a new concept of weakly positive upper orthant dependence POD of hitting times of stochastic processes. This concept is weaker than the positively orthant dependent and it is closed under a certain statistical operations of W POD ordering. Examples are given to illustrate these concepts.

A PARTIAL ORDERING OF WEAK POSITIVE QUADRANT DEPENDENCE

  • Kim, Tae-Sung;Lee, Young-Ro
    • Communications of the Korean Mathematical Society
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    • v.11 no.4
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    • pp.1105-1116
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    • 1996
  • 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 $\rho$.

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A weakly negative structure of stochastic ordering

  • Baek, Jong-Il
    • Bulletin of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.211-223
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    • 1997
  • Lehmann [13] introduced the concept of positive(negative) dependence together with some other dependence concepts. Since then, a great numerous multivariate inequalities have been obtained. For a references of available results, see Karlin and Rinott [12], Ebrahimi and Ghosh [8] and Sampson [14]. Whereas a number of dependence notions exist for multivariate processes (see Friday [10]), recently, Ebrahimi [7] introduced some new dependence concepts of the hitting times of stochastic processes.

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