Further developments on sufficient conditions for negative dependence of random variables

Taizhong Hu and Jianping Yang

Statistics & Probability Letters, 2004, vol. 66, issue 3, 369-381

Abstract: Let W=(W1,...,Wn) be a random vector of n independent random variables, and let R=(R1,...,Rn) be another random vector having the permutation distribution on {1,2,...,n}, independent of W. If the Wi's are ordered in the likelihood ratio order [resp. the hazard rate order, the reversed hazard rate order, and the usual stochastic order], it is shown that (WR1,WR2,...,WRn) is negatively regression dependent [resp. negatively right tail dependent, negatively left tail dependent, and negatively associated]. Several applications of the main results are also given.

Keywords: Negatively; regression; dependent; Negatively; right; tail; dependent; Negatively; left; tail; dependent; Negatively; associated; Likelihood; ratio; order; Hazard; rate; order; Reversed; hazard; rate; order; Usual; stochastic; order; Order; statistics (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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