A Concept of Negative Dependence Using Stochastic Ordering.

Abstract

A concept of negative dependence called negative dependence by stochastic ordering is introduced. This concept satisfies various closure properties. It is shown that three models for negative dependence satisfy it and that it implies the basic negative orthant inequalities. This concept is also satisfied by the multinomial, multivariate hypergeometric, Dirichlet and Dirichlet compound multinomial distributions. Furthermore, the joint distribution of ranks of a sample and the multivariate normal with nonpositive pairwise correlations also satisfy this condition. The positive dependence analog of this condition is also studied. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1981
Accession Number
ADA116888

Entities

People

  • Henry W. Block
  • Moshe Shaked
  • Thomas H. Savits

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Discrete Distribution
  • Distribution Functions
  • Equations
  • Inequalities
  • Mathematics
  • Normal Distribution
  • Probability
  • Random Variables
  • Statistical Samples
  • Statistics
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.