The Annals of Probability

Some Concepts of Negative Dependence

Henry W. Block, Thomas H. Savits, and Moshe Shaked

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Abstract

The theory of positive dependence notions cannot yield useful results for some widely used distributions such as the multinomial, Dirichlet and the multivariate hypergeometric. Some conditions of negative dependence that are satisfied by these distributions and which have practical meaning are introduced. Useful inequalities for some widely used distributions are obtained.

Article information

Source
Ann. Probab., Volume 10, Number 3 (1982), 765-772.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993784

Digital Object Identifier
doi:10.1214/aop/1176993784

Mathematical Reviews number (MathSciNet)
MR659545

Zentralblatt MATH identifier
0501.62037

JSTOR
links.jstor.org

Subjects
Primary: 62H20: Measures of association (correlation, canonical correlation, etc.)
Secondary: 62H05: Characterization and structure theory 62E10: Characterization and structure theory 60E05: Distributions: general theory

Keywords
Multinomial Dirichlet multivariate hypergeometric multivariate normal $\mathrm{PF}_2$ densities total positivity negative and positive dependence inequalities

Citation

Block, Henry W.; Savits, Thomas H.; Shaked, Moshe. Some Concepts of Negative Dependence. Ann. Probab. 10 (1982), no. 3, 765--772. doi:10.1214/aop/1176993784. https://projecteuclid.org/euclid.aop/1176993784


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