Association of stable random variables (Q753242)

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)].