Further developments on sufficient conditions for negative dependence of random variables
Let W=(W1,...,Wn) be a random vector of n independent random variables, and let R=(R1,...,Rn) be another random vector having the permutation distribution on {1,2,...,n}, independent of W. If the Wi's are ordered in the likelihood ratio order [resp. the hazard rate order, the reversed hazard rate order, and the usual stochastic order], it is shown that (WR1,WR2,...,WRn) is negatively regression dependent [resp. negatively right tail dependent, negatively left tail dependent, and negatively associated]. Several applications of the main results are also given.
Year of publication: |
2004
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Authors: | Hu, Taizhong ; Yang, Jianping |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 3, p. 369-381
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Publisher: |
Elsevier |
Keywords: | Negatively regression dependent Negatively right tail dependent Negatively left tail dependent Negatively associated Likelihood ratio order Hazard rate order Reversed hazard rate order Usual stochastic order Order statistics |
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