Dependence by Total Positivity

Mei-Ling Ting Lee

doi:10.1214/aop/1176993010

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Home > Journals > Ann. Probab. > Volume 13 > Issue 2 > Article

May, 1985 Dependence by Total Positivity

Mei-Ling Ting Lee

Ann. Probab. 13(2): 572-582 (May, 1985). DOI: 10.1214/aop/1176993010

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Abstract

A multivariate generalization of Shaked's bivariate families which are dependent by total positivity (DTP) is introduced. Some interrelationships and inequalities are generalized. Monotonicity properties of conditional hazard rate and mean residual life functions of some multivariate DTP families are investigated. Relationships with other positive dependence concepts are given.