• Title/Summary/Keyword: Positive quadrant dependence ordering

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THE ORDERING OF CONDITIONALLY WEAK POSITIVE QUADRANT DEPENDENCE

  • BARK, JONG-IL;LEE, SEUNG-WOO;KIM, SO-YOUN;LEE, GIL-HWAN
    • Honam Mathematical Journal
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    • v.28 no.2
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    • pp.279-290
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    • 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.

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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.

A PARTIAL ORDERING OF WEAK POSITIVE QUADRANT DEPENDENCE

  • Kim, Tae-Sung;Lee, Young-Ro
    • Communications of the Korean Mathematical Society
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    • v.11 no.4
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    • pp.1105-1116
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    • 1996
  • A partial ordering is developed among weakly positive quadrant dependent (WPQD) bivariate random vectors. This permits us to measure the degree of WPQD-ness and to compare pairs of WPQD random vectors. Some properties and closures under certain statistical operations are derived. An application is made to measures of dependence such as Kendall's $\tau$ and Spearman's $\rho$.

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A PARTIAL ORDERING OF CONDITIONALLY POSITIVE QUADRANT DEPENDENCE

  • Baek, Jong-Il;Choi, Jeong-Yeol;Park, Chun-Ho
    • Communications of the Korean Mathematical Society
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    • v.16 no.2
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    • pp.297-308
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    • 2001
  • A partial ordering is developed here among conditionally positive quadrant dependent (CPQD) bivariate random vectors. This permits us to measure the degree of CPQD-ness and to compare pairs of CPQD random vectors. Some properties and closure under certain statistical operations are derived.

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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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