Positive dependence orderings

  • George Kimeldorf
  • Allan R. Sampson
Article

DOI: 10.1007/BF02491453

Cite this article as:
Kimeldorf, G. & Sampson, A.R. Ann Inst Stat Math (1987) 39: 113. doi:10.1007/BF02491453

Summary

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.

Key words and phrases

Totally positive of order 2 positively quadrant dependent positive dependence ordering fixed-marginal bivariate distributions extreme value distributions 

Copyright information

© Kluwer Academic Publishers 1987

Authors and Affiliations

  • George Kimeldorf
    • 1
    • 2
  • Allan R. Sampson
    • 1
    • 2
  1. 1.The University of Texas at DallasDallasUSA
  2. 2.The University of PittsburghPittsburghUSA

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