Título inglés |
Negative dependence structures through stochastic ordering. |
Título español |
Estructuras de dependencia negativa mediante ordenamiento estocástico. |
Autor/es |
Ahmed, Abdul-Hadi N. |
Organización |
Inst. Statist. Stud. Res. Cairo Univ., El Cairo, Egipto |
Revista |
0213-8190 |
Publicación |
1990, 5 (1): 15-26, 7 Ref. |
Tipo de documento |
articulo |
Idioma |
Inglés |
Resumen inglés |
Several new multivariate negative dependence concepts such as negative upper orthant dependent in sequence, negatively associated in sequence, right tail negatively decreasing in sequence and upper (lower) negatively decreasing in sequence through stochastic ordering are introduced. These concepts conform with the basic idea that if a set of random variables is split into two sets, then one is increasing whenever the other is decreasing. Our concepts are easily verifiable and enjoy many closure properties. Applications to probability and statistics are also considered. |
Clasificación UNESCO |
120912 |
Palabras clave español |
Dependencia estocástica ; Ordenamiento ; Variables aleatorias |
Código Z-Math |
Zbl 0722.62039 |
Acceso al artículo completo |