Negative dependence structures through stochastic ordering.

Abdul-Hadi N. Ahmed

Trabajos de Estadística (1990)

  • Volume: 5, Issue: 1, page 15-26
  • ISSN: 0213-8190

Abstract

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Several new multivariate negative dependence concepts such as negative upper orthant dependent in sequence, negatively associated in sequence, right tail negatively decreasing in sequence and upper (lower) negatively decreasing in sequence through stochastic ordering are introduced. These concepts conform with the basic idea that if a set of random variables is split into two sets, then one is increasing whenever the other is decreasing. Our concepts are easily verifiable and enjoy many closure properties. Applications to probability and statistics are also considered.

How to cite

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Ahmed, Abdul-Hadi N.. "Negative dependence structures through stochastic ordering.." Trabajos de Estadística 5.1 (1990): 15-26. <http://eudml.org/doc/40542>.

@article{Ahmed1990,
abstract = {Several new multivariate negative dependence concepts such as negative upper orthant dependent in sequence, negatively associated in sequence, right tail negatively decreasing in sequence and upper (lower) negatively decreasing in sequence through stochastic ordering are introduced. These concepts conform with the basic idea that if a set of random variables is split into two sets, then one is increasing whenever the other is decreasing. Our concepts are easily verifiable and enjoy many closure properties. Applications to probability and statistics are also considered.},
author = {Ahmed, Abdul-Hadi N.},
journal = {Trabajos de Estadística},
keywords = {Dependencia estocástica; Ordenamiento; Variables aleatorias; new multivariate negative dependence concepts; negatively upper orthant dependent in sequence; negatively associated in sequence; right tail negatively decreasing in sequence; stochastic ordering; closure properties},
language = {eng},
number = {1},
pages = {15-26},
title = {Negative dependence structures through stochastic ordering.},
url = {http://eudml.org/doc/40542},
volume = {5},
year = {1990},
}

TY - JOUR
AU - Ahmed, Abdul-Hadi N.
TI - Negative dependence structures through stochastic ordering.
JO - Trabajos de Estadística
PY - 1990
VL - 5
IS - 1
SP - 15
EP - 26
AB - Several new multivariate negative dependence concepts such as negative upper orthant dependent in sequence, negatively associated in sequence, right tail negatively decreasing in sequence and upper (lower) negatively decreasing in sequence through stochastic ordering are introduced. These concepts conform with the basic idea that if a set of random variables is split into two sets, then one is increasing whenever the other is decreasing. Our concepts are easily verifiable and enjoy many closure properties. Applications to probability and statistics are also considered.
LA - eng
KW - Dependencia estocástica; Ordenamiento; Variables aleatorias; new multivariate negative dependence concepts; negatively upper orthant dependent in sequence; negatively associated in sequence; right tail negatively decreasing in sequence; stochastic ordering; closure properties
UR - http://eudml.org/doc/40542
ER -

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