Sufficient conditions for negative association of random variables
Let X=(X1,X2,...,Xn) be a random vector of n independent random variables and be an increasing function. This paper investigates the other forms of [psi] and such that the conditional distribution of X, given [psi](X)[set membership, variant][Delta], is NA under some mild conditions. An interpretation of the main results in reliability is presented.
Year of publication: |
1999
|
---|---|
Authors: | Hu, Taizhong ; Hu, Jinjin |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 45.1999, 2, p. 167-173
|
Publisher: |
Elsevier |
Keywords: | Negative association Order statistics Permutation distribution |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Comparison of order statistics between dependent and independent random variables
Hu, Taizhong, (1998)
-
Robust minimum variance portfolio with L-infinity constraints
Xing, Xin, (2014)
-
Robust minimum variance portfolio with L-infinity constraints
Xing, Xin, (2014)
- More ...