Dependence Properties of Multivariate Mixture Distributions and Their Applications |
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| Authors: | Baha-Eldin Khaledi Subhash Kochar |
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| Affiliation: | (1) Stat-Math Unit, Indian Statistical Institute 7, SJS Sansanwal Marg, New Delhi, 110016, India |
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| Abstract: | Consider a multivariate mixture model where the random variables X1, ..., Xn given ( 1, ..., n), are conditionally independent. Conditions are obtained under which different kinds of positive dependence hold among Xi's. The results obtained are applied to a variety of problems including the concomitants of order statistics and of record values; and to frailty models. |
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| Keywords: | Dependence by total positivity (DTP) dependence by reverse regular (DRR) MTP2 dependence associated random variables concomitants of order statistics and record values frailty models |
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