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Concepts of Setwise Dependence

Published online by Cambridge University Press:  27 July 2009

Devendra Chhetry ,
Allan R. Sampson  and
George Kimeldorf
Devendra Chhetry
Affiliation:
Department of Mathematics and StatisticsUniversity of Pittsburgh Pittsburgh, Pennsylvania 15260
Allan R. Sampson
Affiliation:
Department of Mathematics and StatisticsUniversity of Pittsburgh Pittsburgh, Pennsylvania 15260
George Kimeldorf
Affiliation:
Programs in Mathematical SciencesUniversity of Texas at Dallas Richardson, Texas 75080
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Abstract

This paper motivates and introduces a number of new concepts of positive dependence among sets of random variables. In particular, setwise positive upper (and lower) orthant dependence, setwise association, and other related concepts are studied and their relationships are explored. These new concepts are applied to various multivariate normal distributions, some of which have both positive and negative covariances. A variety of new and interesting inequalities are also obtained.

Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 3 , Issue 3 , July 1989 , pp. 367 - 380
Copyright
Copyright © Cambridge University Press 1989

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