Positive Dependence in Multivariate Distributions.

Abstract

This paper gives some new results of positive dependence between random variables which are jointly normally distributed with special reference to certain inequalities of the form P(X an element of A, Y an element of B) > or = P(X an element of A)P(Y an element of B), where A and B are given sets and X and Y are random vectors. Some results are also given on statistical dependence between quadratic forms. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1980
Accession Number
ADA084050

Entities

People

  • K. M. Lal Saxena
  • Khursheed Alam

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Analysis Of Variance
  • Classification
  • Contracts
  • Convex Sets
  • Covariance
  • Data Science
  • Goodness Of Fit Tests
  • Inequalities
  • Information Science
  • Military Research
  • Normal Distribution
  • Probability
  • Random Variables
  • Statistics
  • Theorems
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.