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Association and Dependence

Arjun K. Gupta (), Wei-Bin Zeng () and Yanhong Wu ()
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Arjun K. Gupta: Bowling Green State University, Department of Mathematics and Statistics
Wei-Bin Zeng: University of Louisville, Department of Mathematics
Yanhong Wu: California State University Stanislaus, Department of Mathematics

Chapter Chapter 7 in Probability and Statistical Models, 2010, pp 141-157 from Springer

Abstract: Abstract In this chapter, we shall first generalize the concepts of association and dependence in the bivariate case. We shall see that there are a variety of ways of extending the concept of association. Then, we shall consider its applications to lifetime distribution and see how we can generalize the concepts of failure rates and residual life, and thus the notions of multivariate lifetime distribution classes. Finally, we shall discuss the concept of negative association.

Keywords: Negative Association; Hazard Rate; Residual Life; Joint Moment; Multivariate Case (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-8176-4987-6_7

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DOI: 10.1007/978-0-8176-4987-6_7

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