Interrelations among Various Definitions of Bivariate Positive Dependence

Interrelations among Various Definitions of Bivariate Positive Dependence

In this paper--based on an extensive computer simulation--a detailed investigation and comparisons of seven types of positive dependence properties appearing in statistical and reliability literature is presented. A numerical index of the "strength" of positive quadrant dependence (PQD) is...

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Veröffentlicht in:Lecture notes-monograph series 1990-01, Vol.16, p.333-349
Hauptverfasser: Kotz, Samuel, Qiwen Wang, Ken Hung
Format: Artikel
Sprache:eng
Schlagworte:
Correlation coefficients
Correlations
Increasing functions
Linear regression
Mathematical relations
Mathematics
Property lines
Quadrants
Random variables
Statistics
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Zusammenfassung:In this paper--based on an extensive computer simulation--a detailed investigation and comparisons of seven types of positive dependence properties appearing in statistical and reliability literature is presented. A numerical index of the "strength" of positive quadrant dependence (PQD) is proposed and compared with the correlation coefficient. This index can also be adopted to various other definitions of dependence.
ISSN:0749-2170