Accession Number : ADA116888

Title :   A Concept of Negative Dependence Using Stochastic Ordering.

Descriptive Note : Technical rept.,

Corporate Author : PITTSBURGH UNIV PA INST FOR STATISTICS AND APPLICATIONS

Personal Author(s) : Block,Henry W ; Savits,Thomas H ; Shaked,Moshe

PDF Url : ADA116888

Report Date : Nov 1981

Pagination or Media Count : 19

Abstract : A concept of negative dependence called negative dependence by stochastic ordering is introduced. This concept satisfies various closure properties. It is shown that three models for negative dependence satisfy it and that it implies the basic negative orthant inequalities. This concept is also satisfied by the multinomial, multivariate hypergeometric, Dirichlet and Dirichlet compound multinomial distributions. Furthermore, the joint distribution of ranks of a sample and the multivariate normal with nonpositive pairwise correlations also satisfy this condition. The positive dependence analog of this condition is also studied. (Author)

Descriptors :   *Stochastic processes, *Order statistics, *Inequalities, Rank order statistics, Dirichlet integral, Polynomials, Distribution functions, Multivariate analysis, Hypergeometric functions

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE