Dependence Concepts and Probability Inequalities
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.
Key WordsPositive dependence probability inequalities ordered families of bivariate distributions associated random variables multivariate unimodality contaminated independence model
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