Preview this item
Preview this item
Checking...

Relationships among some notions of bivariate dependence.

Author: J D Esary; F Proschan; BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB. Ft. Belvoir Defense Technical Information Center JAN 1967. Print book : English WorldCat A random variable T is left tail decreasing in a random variable S if P(T t divides S> s) is non-decreasing in s for all t. We show that either of these conditions implies that S, T are associated, i.e. Cov(f(S, T), g(S, T))> or = 0 for all pairs of functions f, g which are non-decreasing in each argument. No two of these conditions for bivariate dependence are equivalent. Applications of these and other conditions for dependence in probability, statistics, and reliability theory are considered in Lehmann (1966) Ann. Math. Statist. and Esary, Proschan, and Walkup (1966) Boeing documents D1-82-0567, D1-82-0578. (Author).  Read more... (not yet rated) 0 with reviews - Be the first.

Find a copy in the library

Finding libraries that hold this item...

Details

Document Type: Book J D Esary; F Proschan; BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB. Find more information about: J D Esary F Proschan 227443538 11 pages

Abstract:

A random variable T is left tail decreasing in a random variable S if P(T <or = t divides S <or = s) is non-increasing in s for all t, and right tail increasing in S if P(T> t divides S> s) is non-decreasing in s for all t. We show that either of these conditions implies that S, T are associated, i.e. Cov(f(S, T), g(S, T))> or = 0 for all pairs of functions f, g which are non-decreasing in each argument. No two of these conditions for bivariate dependence are equivalent. Applications of these and other conditions for dependence in probability, statistics, and reliability theory are considered in Lehmann (1966) Ann. Math. Statist. and Esary, Proschan, and Walkup (1966) Boeing documents D1-82-0567, D1-82-0578. (Author).

Reviews

User-contributed reviews

Be the first.

Similar Items

Related Subjects:(5)

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Primary Entity

<http://www.worldcat.org/oclc/227443538> # Relationships among some notions of bivariate dependence.
a schema:Book, schema:CreativeWork ;
library:oclcnum "227443538" ;
library:placeOfPublication <http://id.loc.gov/vocabulary/countries/vau> ;
library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/46885010#Place/ft_belvoir> ; # Ft. Belvoir
schema:about <http://experiment.worldcat.org/entity/work/data/46885010#Topic/functional_analysis> ; # Functional analysis
schema:about <http://experiment.worldcat.org/entity/work/data/46885010#Topic/random_variables> ; # (Random variables
schema:about <http://experiment.worldcat.org/entity/work/data/46885010#Topic/multivariate_analysis> ; # Multivariate analysis)
schema:about <http://experiment.worldcat.org/entity/work/data/46885010#Topic/statistical_analysis> ; # Statistical analysis
schema:about <http://experiment.worldcat.org/entity/work/data/46885010#Topic/statistics_and_probability> ; # Statistics and Probability
schema:bookFormat bgn:PrintBook ;
schema:contributor <http://experiment.worldcat.org/entity/work/data/46885010#Person/proschan_f> ; # F. Proschan
schema:contributor <http://experiment.worldcat.org/entity/work/data/46885010#Organization/boeing_scientific_research_labs_seattle_wash_mathematics_research_lab> ; # BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB.
schema:contributor <http://experiment.worldcat.org/entity/work/data/46885010#Person/esary_j_d> ; # J. D. Esary
schema:datePublished "JAN 1967" ;
schema:datePublished "1967" ;
schema:description "A random variable T is left tail decreasing in a random variable S if P(T t divides S> s) is non-decreasing in s for all t. We show that either of these conditions implies that S, T are associated, i.e. Cov(f(S, T), g(S, T))> or = 0 for all pairs of functions f, g which are non-decreasing in each argument. No two of these conditions for bivariate dependence are equivalent. Applications of these and other conditions for dependence in probability, statistics, and reliability theory are considered in Lehmann (1966) Ann. Math. Statist. and Esary, Proschan, and Walkup (1966) Boeing documents D1-82-0567, D1-82-0578. (Author)."@en ;
schema:exampleOfWork <http://worldcat.org/entity/work/id/46885010> ;
schema:inLanguage "en" ;
schema:name "Relationships among some notions of bivariate dependence."@en ;
schema:productID "227443538" ;
schema:publication <http://www.worldcat.org/title/-/oclc/227443538#PublicationEvent/ft_belvoirdefense_technical_information_centerjan_1967> ;
schema:publisher <http://experiment.worldcat.org/entity/work/data/46885010#Agent/defense_technical_information_center> ; # Defense Technical Information Center
wdrs:describedby <http://www.worldcat.org/title/-/oclc/227443538> ;
.

Related Entities

<http://experiment.worldcat.org/entity/work/data/46885010#Agent/defense_technical_information_center> # Defense Technical Information Center
a bgn:Agent ;
schema:name "Defense Technical Information Center" ;
.

<http://experiment.worldcat.org/entity/work/data/46885010#Organization/boeing_scientific_research_labs_seattle_wash_mathematics_research_lab> # BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB.
a schema:Organization ;
schema:name "BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB." ;
.

<http://experiment.worldcat.org/entity/work/data/46885010#Person/esary_j_d> # J. D. Esary
a schema:Person ;
schema:familyName "Esary" ;
schema:givenName "J. D." ;
schema:name "J. D. Esary" ;
.

<http://experiment.worldcat.org/entity/work/data/46885010#Person/proschan_f> # F. Proschan
a schema:Person ;
schema:familyName "Proschan" ;
schema:givenName "F." ;
schema:name "F. Proschan" ;
.

<http://experiment.worldcat.org/entity/work/data/46885010#Topic/functional_analysis> # Functional analysis
a schema:Intangible ;
schema:name "Functional analysis"@en ;
.

<http://experiment.worldcat.org/entity/work/data/46885010#Topic/multivariate_analysis> # Multivariate analysis)
a schema:Intangible ;
schema:name "Multivariate analysis)"@en ;
.

<http://experiment.worldcat.org/entity/work/data/46885010#Topic/statistical_analysis> # Statistical analysis
a schema:Intangible ;
schema:name "Statistical analysis"@en ;
.

<http://experiment.worldcat.org/entity/work/data/46885010#Topic/statistics_and_probability> # Statistics and Probability
a schema:Intangible ;
schema:name "Statistics and Probability"@en ;
.

Content-negotiable representations