A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables (Q1092560)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables |
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A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables (English)
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1987
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In this paper, the set of all bivariate positive quadrant dependent distributions with fixed marginals is shown to be compact and convex. Extreme points of this convex set are enumerated in some specific examples. Applications are given in testing the hypothesis of independence against strict positive quadrant dependence in the context of ordinal contingency tables. The performance of two tests, one of which is based on eigenvalues of a random matrix, is compared. Various procedures based upon certain functions of the eigenvalues of a random matrix are also proposed for testing for independence in a two-way contingency table when the marginals are random.
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asymptotic distributions
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compact set
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gamma ratio
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power function
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bivariate positive quadrant dependent distributions
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fixed marginals
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Extreme points
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convex set
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hypothesis of independence
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strict positive quadrant dependence
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ordinal contingency tables
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eigenvalues of a random matrix
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two-way contingency table
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