• 제목/요약/키워드: quadrant dependence

검색결과 43건 처리시간 0.021초

A Family of Extended NQD Bivariate Distributions with Continuous Marginals

  • Ryu, Dae-Hee
    • Communications for Statistical Applications and Methods
    • /
    • 제19권1호
    • /
    • pp.85-95
    • /
    • 2012
  • In this paper we define extended negative quadrant dependence which is weaker negative quadrant dependence and show conditions for having extended negative quadrant dependence property. We also derive generalized Farlie-Gumbel-Morgenstern uniform distributions that possess the extended quadrant dependence property.

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

A NEW FAMILY OF NEGATIVE QUADRANT DEPENDENT BIVARIATE DISTRIBUTIONS WITH CONTINUOUS MARGINALS

  • Han, Kwang-Hee
    • 충청수학회지
    • /
    • 제24권4호
    • /
    • pp.795-805
    • /
    • 2011
  • In this paper, we study a family of continuous bivariate distributions that possesses the negative quadrant dependence property and the generalized negatively quadrant dependent F-G-M copula. We also develop the partial ordering of this new parametric family of negative quadrant dependent distributions.

A WEAK ORDERING OF POSITIVE DEPENDENCE STRUCTURE OF STOCHASTIC PROCESSES

  • Ryu, Dae-Hee;Seok, Eun-Yang;Choi, In-Bong
    • Journal of applied mathematics & informatics
    • /
    • 제5권2호
    • /
    • pp.553-564
    • /
    • 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.

ON THE LIMIT BEHAVIOR OF EXTENDED NEGATIVE QUADRANT DEPENDENCE

  • Baek, Jong-Il;Lee, Gil-Hwan
    • 호남수학학술지
    • /
    • 제32권4호
    • /
    • pp.689-699
    • /
    • 2010
  • We discuss in this paper the notions of extended negative quadrant dependence and its properties. We study a class of bivariate uniform distributions having extended negative quadrant dependence, which is derived by generalizing the uniform representation of a well-known Farlie-Gumbel-Morgenstern distribution. Finally, we also study the limit behavior on the extended negative quadrant dependence.

On Complete Convergence for Weighted Sums of Pairwise Negatively Quadrant Dependent Sequences

  • Ko, Mi-Hwa
    • Communications for Statistical Applications and Methods
    • /
    • 제19권2호
    • /
    • pp.247-256
    • /
    • 2012
  • In this paper we prove the complete convergence for weighted sums of pairwise negatively quadrant dependent random variables. Some results on identically distributed and negatively associated setting of Liang and Su (1999) are generalized and extended to the pairwise negative quadrant dependence case.