Communications for Statistical Applications and Methods

  • 제9권2호
  • /
  • Pages.367-379
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  • 2002
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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On the Conditionally Independent and Positive and Negative Dependence of Bivariate Stochastic Processes

  • Baek, Jong Il (Division of Mathematics and Information Statistics, and Institute of Basic Nature Science, Wonkwang University) ;
  • Han, Kwang Hee (Division of Computer Howon University)
  • 발행 : 2002.08.01
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초록

We introduce a new concept of $\theta$ conditionally independent and positive and negative dependence of bivariate stochastic processes and their corresponding hitting times. We have further extended this theory to stronger conditions of dependence similar to those in the literature of positive and negative dependence and developed theorems which relate these conditions. Finally we are given some examples to illustrate these concepts.

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참고문헌

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