Author:
Chhetry Devendra,Sampson Allan R.,Kimeldorf George
Abstract
This paper motivates and introduces a number of new concepts of positive dependence among sets of random variables. In particular, setwise positive upper (and lower) orthant dependence, setwise association, and other related concepts are studied and their relationships are explored. These new concepts are applied to various multivariate normal distributions, some of which have both positive and negative covariances. A variety of new and interesting inequalities are also obtained.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Reference24 articles.
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2. Positive dependence in multivariate distributions;Alam;Communications in Statistics,1981
3. Association of Random Variables, with Applications
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