Author:
Alzaid Abdulhamid A.,Proschan Frank
Abstract
The concept of max-infinite divisibility is viewed as a positive dependence concept. It is shown that every max-infinitely divisible distribution function is a multivariate totally positive function of order 2 (MTP2). Inequalities are derived, with emphasis on exchangeable distributions. Applications and examples are given throughout the paper.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability