Functional Characterizations of Some Positively Dependent Bivariate Random Vectors

C. S. Chang

Journal of Multivariate Analysis, 1993, vol. 46, issue 1, 32-55

Abstract: In this paper, we consider three different notions of positive dependence for a bivariate random vector: (i) total positivity of order 2, (ii) stochastic increasingness, and (iii) positive quadrant dependence. By defining three classes of arrangement-increasing functions, we show that these three different notions can be unified by functional inequalities. Using these functional inequalities, we derive the relations between the positively dependent notions (i) and (iii) and their corresponding counterparts in stochastic majorization orderings. Moreover, these classes of functions also lead to equivalent characterizations of two random vectors with independent components ordered in the sense of likelihood ratio ordering and stochastic ordering.

Date: 1993
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(83)71045-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:46:y:1993:i:1:p:32-55

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().