A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables

M. Bhaskara Rao, P.R. Krishnaiah and K. Subramanyam

Journal of Multivariate Analysis, 1987, vol. 23, issue 1, 93-118

Abstract: In this paper, the set of all bivariate positive quadrant dependent distributions with fixed marginals is shown to be compact and convex. Extreme points of this convex set are enumerated in some specific examples. Applications are given in testing the hypothesis of independence against strict positive quadrant dependence in the context of ordinal contingency tables. The performance of two tests, one of which is based on eigenvalues of a random matrix, is compared. Various procedures based upon certain functions of the eigenvalues of a random matrix are also proposed for testing for independence in a two-way contingency table when the marginals are random.

Keywords: asymptotic; distributions; compact; set; contingency; tables; convex; set; eigenvalues; extreme; points; gamma; ratio; hypothesis; of; independence; positive; quadrant; dependent; distributions; power; function (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (2)

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