A framework for positive dependence |
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Authors: | George Kimeldorf Allan R. Sampson |
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Affiliation: | (1) Programs in Mathematical Sciences, University of Texas at Dallas, 75080 Richardson, TX, U.S.A.;(2) Department of Mathematics and Statistics, University of Pittsburgh, 15260 Pittsburgh, PA, U.S.A. |
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Abstract: | This paper presents, for bivariate distributions, a unified framework for studying and relating three basic concepts of positive dependence. These three concepts are positive dependence orderings, positive dependence properties and measures of positive dependence. The latter two concepts are formally defined and their properties discussed. Interrelationships among these three concepts are given, and numerous examples are presented.Supported by the National Science Foundation under Grant DMS-8301361.Supported by the Air Force Office of Scientific Research under Contract 84-0113. Reproduction in whole or part is permitted for any purpose of the United States Government. |
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Keywords: | Positive dependence positive dependence ordering positive dependence property measure of positive dependence Frechet bounds positive quadrant dependence measure of association ordinal contingency table |
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