Association of stable random variables (Q753242)
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scientific article; zbMATH DE number 4180404
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| English | Association of stable random variables |
scientific article; zbMATH DE number 4180404 |
Statements
Association of stable random variables (English)
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1990
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Necessary and sufficient conditions for association and negative association [these notions were introduced by \textit{J. D. Esary}, \textit{F. Proschan} and \textit{D. W. Walkup}, Ann. Math. Stat. 38, 1466-1474 (1967; Zbl 0183.215) and \textit{K. Alam} and \textit{K. M. L. Saxena}, Commun. Stat., Theory Methods A10, 1183-1196 (1981; Zbl 0471.62045), respectively] for jointly \(\alpha\)-stable random variables, \(0<\alpha <2\), are given. A result related to the sufficiency part of the main theorem of the paper was obtained earlier by \textit{S. I. Resnick} [Aust. J. Stat. 30A, Spec. Issue, 261-271 (1988; Zbl 0672.62066)].
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stable random variables
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Necessary and sufficient conditions for association and negative association
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0.8244284391403198
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0.8025830984115601
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0.7944540977478027
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