• 제목/요약/키워드: Conditionally positive quadrant dependence

검색결과 4건 처리시간 0.018초

THE ORDERING OF CONDITIONALLY WEAK POSITIVE QUADRANT DEPENDENCE

  • BARK, JONG-IL;LEE, SEUNG-WOO;KIM, SO-YOUN;LEE, GIL-HWAN
    • 호남수학학술지
    • /
    • 제28권2호
    • /
    • pp.279-290
    • /
    • 2006
  • In this paper, we introduced a new notion of conditionally weakly positive quadrant dependence(CWPQD) between two random variables and the partial ordering of CWPQD is developed to compare pairs of CWPQD random vectors. Some properties and closure under certain statistical operations are derived.

  • PDF

On the Conditionally Independent and Positive and Negative Dependence of Bivariate Stochastic Processes

  • Baek, Jong Il;Han, Kwang Hee
    • Communications for Statistical Applications and Methods
    • /
    • 제9권2호
    • /
    • pp.367-379
    • /
    • 2002
  • We introduce a new concept of $\theta$ conditionally independent and positive and negative dependence of bivariate stochastic processes and their corresponding hitting times. We have further extended this theory to stronger conditions of dependence similar to those in the literature of positive and negative dependence and developed theorems which relate these conditions. Finally we are given some examples to illustrate these concepts.

A PARTIAL ORDERING OF CONDITIONALLY POSITIVE QUADRANT DEPENDENCE

  • Baek, Jong-Il;Choi, Jeong-Yeol;Park, Chun-Ho
    • 대한수학회논문집
    • /
    • 제16권2호
    • /
    • pp.297-308
    • /
    • 2001
  • A partial ordering is developed here among conditionally positive quadrant dependent (CPQD) bivariate random vectors. This permits us to measure the degree of CPQD-ness and to compare pairs of CPQD random vectors. Some properties and closure under certain statistical operations are derived.

  • PDF

On the Conditional Dependence Structure of Multivariate Random Variables

  • Baek, Jong-Il;Park, Sung-Tae;Chung, Sung-Mo;Lee, Gil-Hwan;Heo, Gil-Pyo
    • Communications for Statistical Applications and Methods
    • /
    • 제13권3호
    • /
    • pp.513-524
    • /
    • 2006
  • In this paper, we introduce a new notions of conditionally weak dependence and we study their properties, preservation of the conditionally weak independent and positive and negative quadrant dependent(CWQD) property under mixtures, limits, closure under convex combinations, and their interrelationships. Furthermore, we extend multivariate stochastic dependence to stronger conditions of dependence.