• Title/Summary/Keyword: PQD Ordering

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On the Partial Ordering of Hitting times of Bivariate Processes

  • Baek, Jong-Il;Seo, Hye-Young
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.235-245
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    • 1996
  • In this paper, a partial ordering of positive quadrant dependence(PQD) for bivariate stochastic processes are introduced and basic properties and closure under certain statistical operations are derived. Examples are given to illustrate these concepts

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A WEAK ORDERING OF POSITIVE DEPENDENCE STRUCTURE OF STOCHASTIC PROCESSES

  • Ryu, Dae-Hee;Seok, Eun-Yang;Choi, In-Bong
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.553-564
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    • 1998
  • In this paper we introduce a new concept of more weakly quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence and it is closed under some statistical operations of weakly positive quadrant dependence(WPQD) ordering.