Positive dependence orderings (Q1822151)
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scientific article; zbMATH DE number 4001173
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| English | Positive dependence orderings |
scientific article; zbMATH DE number 4001173 |
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Positive dependence orderings (English)
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1987
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The authors introduce a positive dependence ordering called \(TP_ 2PDO\) and establish a list of nine properties of this ordering. While the \(TP_ 2\)-ordering of \textit{S. Karlin} and \textit{Y. Rinott} [see J. Multivariate Anal. 10, 467-498 (1980; Zbl 0469.60006)] is defined (in the case of densities) by \(f(x_ 1,y_ 1)g(x_ 2,y_ 2)\geq f(x_ 1,y_ 2)g(x_ 2,y_ 1)\) for \(x_ 1\leq x_ 2\), \(y_ 1\leq y_ 2\) the new ordering implies the more complicated relation \[ f(x_ 1,y_ 1)f(x_ 2,y_ 2)g(x_ 1,y_ 2)g(x_ 2,y_ 1)\leq g(x_ 1,y_ 1)g(x_ 2,y_ 2)f(x_ 1,y_ 2)f(x_ 2,y_ 1). \] The converse relation remains open.
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total positivity of order 2
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positive dependence ordering
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0.8221392035484314
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0.8190802931785583
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0.8177457451820374
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0.8156384229660034
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