• 제목/요약/키워드: negatively orthant dependence

검색결과 6건 처리시간 0.02초

On the Negative Quadrant Dependence in Three Dimensions

  • Ko, Mi-Hwa;Kim, Tae-Sung
    • 호남수학학술지
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    • 제25권1호
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    • pp.117-127
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    • 2003
  • 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.

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A NOTE ON COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY ORTHANT DEPENDENT RANDOM VARIABLES

  • Kim, Hyun-Chull
    • 충청수학회지
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    • 제25권3호
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    • pp.507-519
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    • 2012
  • In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

A Note on the Weak Negative Dependence Structure

  • Baek, J.I.;Kim, T.S.;Park, D.H.;Lim, J.H.
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.845-858
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    • 2000
  • In this paper new results are obtained for multivariate processes which help us to identify weak negative orthant dependent(WNOD) structures among hitting times of the processes. Furthermore, an approach to derive dependence properties among the processes is proposed and a partial solution to the question tat what kinds of the dependence properties, when they are imposed on processes, are reflected as analogous properties of corresponding hitting times is give. Examples are given to illustrate these concepts.

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THEORETICAL DEPENDENCE CONCEPTS FOR STOCHASTIC PROCESSES

  • Kim, So-Youn;Baek, Jong-Il
    • Journal of applied mathematics & informatics
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    • 제32권1_2호
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    • pp.161-169
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    • 2014
  • We in this paper obtained the theoretical results for multivariate stochastic processes which help us to extended negatively orthant dependent(ENOD) structures among hitting times of the processes. In addition, some applications are given to illustrate these concepts.

EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES

  • Choi, Jeong-Yeol;Baek, Jong-Il
    • Journal of applied mathematics & informatics
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    • 제31권3_4호
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    • pp.417-424
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    • 2013
  • Giuliano Antonini et al.(2008) have introduced the concept of extended acceptability and the results show that the extended acceptability structure has no effect on the exponential inequality except replacing a constant M = 1 with a constant M > 0. We discuss the complete convergence for extended acceptable random variables by using the exponential inequality.