Relationships Among Some Concepts of Bivariate Dependence
- 1 April 1972
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
- Vol. 43 (2) , 651-655
- https://doi.org/10.1214/aoms/1177692646
Abstract
We consider some unresolved relationships among various notions of bivariate dependence. In particular we show that $Plbrack T > t mid S > s
brack uparrow$ in $s$ (or alternately, $Plbrack T leqq t mid S leqq s
brack downarrow$ in $s$) implies $S, T$ are associated, i.e. $operatorname{Cov} lbrack f(S, T), g(S, T)
brack geqq 0$ for all non-decreasing $f$ and $g$.
Keywords
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