• Title/Summary/Keyword: Orthant dependence

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A WEAK NEGATIVE ORTHANT DEPENDENCE

  • Han, Kwang-Hee
    • Communications of the Korean Mathematical Society
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    • v.12 no.3
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    • pp.755-768
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    • 1997
  • In this paper we introduce a new concept of negative dependence of multivariate random variables. This concept is weaker than the negative orthant dependence(NOD) but it enjoys some properties and preservation results of NOD.

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THE COMPLETE MOMENT CONVERGENCE FOR ARRAY OF ROWWISE ENOD RANDOM VARIABLES

  • Ryu, Dae-Hee
    • Honam Mathematical Journal
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    • v.33 no.3
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    • pp.393-405
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    • 2011
  • In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

A NOTE ON COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY ORTHANT DEPENDENT RANDOM VARIABLES

  • Kim, Hyun-Chull
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.3
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    • pp.507-519
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    • 2012
  • In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

On the Negative Quadrant Dependence in Three Dimensions

  • Ko, Mi-Hwa;Kim, Tae-Sung
    • Honam Mathematical Journal
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    • v.25 no.1
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    • pp.117-127
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    • 2003
  • In this note we perform an extreme point analysis on two natural definitions of negative quadrant dependence of three random variables and examine how different these two notions of dependence. We also characterize some special distributions which are both negatively lower orthant dependent and negatively upper orthant dependent.

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A Weak Positive Orthant Dependence Concept

  • Hye-Young Seo;Tae-Sung Kim
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.193-203
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    • 1998
  • In this paper, we introduce a new concept of the multivariate positive dependence. This concept is weaker than the positive orthant dependence. Some basic properties and preservation results are presented.

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The Partial Ordering of Positive Lower Orthant Dependence

  • Kim, Tae-Sung;Ryu, Dae-Hee
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.847-858
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    • 1997
  • In this note we develop a partial ordering among positive lower orthant dependent distributions with fixed marginals. This permits us to measure the degree of positive lower orthant dependence. Some basic properties and preservation results are derived.

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ON THE WEAKLY POSITIVE ORTHANT DEPENDENCE ORDERING

  • Baek, Jong-Il;Seok, Eun-Yang
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.1059-1068
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    • 2000
  • In this paper we introduce a new concept of weakly positive upper orthant dependence POD of hitting times of stochastic processes. This concept is weaker than the positively orthant dependent and it is closed under a certain statistical operations of W POD ordering. Examples are given to illustrate these concepts.

On Some Weak Positive Dependence Notions

  • Kim, Tae-Sung
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.223-238
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    • 1994
  • A random vector $\b{X} = (X_1,\cdots,X_n)$ is weakly associated if and only if for every pair of partitions $\b{X}_1 = (X_{\pi(1)},\cdots,X_{\pi(k)}), \b{X}_2 = (X_{\pi(k+1),\cdots,X_{\pi(n)})$ of $\b{X}, P(\b{X}_1 \in A, \b{X}_2 \in B) \geq P(\b{X}_1 \in A)\b{P}(\b{X}_2 \in B)$ whenever A and B are open upper sets and $\pi$ is a permutation of ${1,\cdots,n}$. In this paper, we develop notions of weak positive dependence, which are weaker than a positive version of negative association (weak association) but stronger than positive orthant dependence by arguments similar to those of Shaked. We also illustrate some concepts of a particular interest. Various properties and interrelationships are derived.

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ON CONDITIONAL WEAK POSITIVE DEPENDENCE

  • Kim, Tae-Sung;Ko, Mi-Hwa;Kim, Hyun-ChullL
    • Journal of the Korean Mathematical Society
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    • v.36 no.4
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    • pp.649-662
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    • 1999
  • A random vector =(X1,…, Xn) is conditionally weakly associated if and only if for every pair of partitions 1=(X$\pi$(k+1),…,X$\pi$(k)), 2=(X$\pi$(k+1),…,X$\pi$(n)) of P(1$\in$A│2$\in$B, $\theta$$\in$I) $\geq$P$\in$A│$\theta$$\in$I whenever A and B are open upper sets and $\pi$ is any permutation of {1,…,n}. In this note we develop some concepts of conditional positive dependence, which are weaker than conditional weak association but stronger than conditional positive orthant dependence, by requiring the above inequality to hold only for some upper sets and applying the arguments in Shaked (1982).

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