Two Concepts of Positive Dependence, with Applications in Multivariate Analysis.
- 1 November 1978
- report
- Published by Defense Technical Information Center (DTIC)
Abstract
We develop properties and theory for positive orthant dependence, a multivariate extension of Lehmann's positive quadrant dependence, and right tail increasing in sequence dependence, a multivariate extension of Esary and Proschan's bivariate right tail increasing dependence. Applications are then obtained in the form of inequalities and monotonicity in a wide variety of multivariate statistical problems, including MANOVA, contingency tables, dependence measurement, competing risk models, reliability of series systems, and distributions theory. (Author)Keywords
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