Sufficient conditions for negative association of random variables

DOI10.1016/S0167-7152(99)00056-5MaRDI QIDQ1807837zbMATH OpenFDO

Authors Taizhong Hu, Jinjin Hu

Publication date 8 May 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(99)00056-5

zbMATH Keywords

log concavitynegative associationnegative dependenceorder statisticspermutation distributionreliability

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Review text

Negative association has been recognized as an interesting property, especially for reliability applications. The paper investigates sufficient conditions for a random vector \[ \mathbf X=(X_1,X_2,\dots,X_n) \] to be negatively associated, conditional on an increasing function, say \(\psi\). Till now, two forms of the function \(\psi\) were known to possess this property. The sum and the permutation of the randorn vector \({\mathbf X}\). The authors derive sufficient conditions that generalize the existing results for negative association. It is shown that conditional distributions based on order statistics can provide the sufficient conditions needed. The connection with the notion of negative dependence is also shown. An illustration, for a reliability scheme with a lot of components with negative association, is also given.

Recommendations

• Further developments on sufficient conditions for negative dependence of random variables.
• A note on some negative dependence notions
• Probability inequalities via negative dependence for random variables conditioned on order statistics
• Association of stable random variables

Cites work

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Cited in

(10)

• Further developments on sufficient conditions for negative dependence of random variables.
• Efron's monotonicity property for measures on \(\mathbb{R}^2\)
• Stochastic monotonicity of dependent variables given their sum
• Conditionally negative association resulting from multinomial distribution
• A Simpler Proof of the Negative Association Property for Absolute Values of Measures Tied to Generalized Orlicz Balls
• Some remarks on associated random fields, random measures and point processes
• Negative Association Does not Imply Log-Concavity of the Rank Sequence
• On negatively associated random variables
• Generating negative regression dependence via conditioning operations
• Association of stable random variables

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