Two Concepts of Positive Dependence, with Applications in Multivariate Analysis.
Abstract
We develop properties and theory for positive orthant dependence, a multivariate extension of Lehmann's positive quadrant dependence, and right tail increasing in sequence dependence, a multivariate extension of Esary and Proschan's bivariate right tail increasing dependence. Applications are then obtained in the form of inequalities and monotonicity in a wide variety of multivariate statistical problems, including MANOVA, contingency tables, dependence measurement, competing risk models, reliability of series systems, and distributions theory. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1978
- Accession Number
- ADA067545
Entities
People
- Abdul-hadi N. Ahmed
- Frank Proschan
- Naftali A. Langberg
- Ramon V. Leon
Organizations
- Florida State University