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Dependence Concepts and Probability Inequalities

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A Modern Course on Statistical Distributions in Scientific Work

Part of the book series: NATO Advanced Study Institutes Series ((ASIC,volume 17))

Summary

Concepts of positive dependence are reviewed and their applications are indicated. The role of these concepts to produce an ordering in the families of bivariate distributions is discussed. Recent results related to the concept of “association” are shown to have applications in deriving certain inequalities for the multivariate normal and related distributions. Finally a simple example illustrating somewhat unintuitive behavior of a pair of bivariate normal distributions is given.

Research and travel for the institute partially supported by NSF grant.

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Author information

Authors and Affiliations

  1. Mathematics Department, University of Illinois, Urbana, Illinois, USA

    Kumar Jogdeo

Authors
  1. Kumar Jogdeo
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Editor information

Editors and Affiliations

  1. The Pennsylvania State University, University Park, Pa., USA

    G. P. Patil

  2. Temple University, Philadelphia, Pa., USA

    S. Kotz

  3. University of Warwick, Coventry, England

    J. K. Ord

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© 1975 D. Reidel Publishing Company, Dordrecht-Holland

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Jogdeo, K. (1975). Dependence Concepts and Probability Inequalities. In: Patil, G.P., Kotz, S., Ord, J.K. (eds) A Modern Course on Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 17. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-1842-5_21

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  • DOI: https://doi.org/10.1007/978-94-010-1842-5_21

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-1844-9

  • Online ISBN: 978-94-010-1842-5

  • eBook Packages: Springer Book Archive

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