Positive dependence orderings
- Cite this article as:
- Kimeldorf, G. & Sampson, A.R. Ann Inst Stat Math (1987) 39: 113. doi:10.1007/BF02491453
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This paper presents a systematic basis for studying orderings of bivariate distributions according to their degree of positive dependence. The general concept of a positive dependence ordering (PDO) is introduced and its properties discussed. Based on this concept, a new ordering of bivariate distributions according to their degree of total positivity of order two (TP2) is presented, and is shown to be a PDO. Properties of this TP2 ordering are derived and numerous applications are presented.