Abstract
This paper presents, for bivariate distributions, a unified framework for studying and relating three basic concepts of positive dependence. These three concepts are positive dependence orderings, positive dependence properties and measures of positive dependence. The latter two concepts are formally defined and their properties discussed. Interrelationships among these three concepts are given, and numerous examples are presented.
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Supported by the National Science Foundation under Grant DMS-8301361.
Supported by the Air Force Office of Scientific Research under Contract 84-0113. Reproduction in whole or part is permitted for any purpose of the United States Government.
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Kimeldorf, G., Sampson, A.R. A framework for positive dependence. Ann Inst Stat Math 41, 31–45 (1989). https://doi.org/10.1007/BF00049108
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DOI: https://doi.org/10.1007/BF00049108