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Let be a joint distribution function of a pair (, ) of continuous random variables with marginal distribution functions and , respectively. It is known that the expression (, ) − ()() measures “local” quadrant dependence at each point (, ) in ℝ. In this paper we study measures of...
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This article considers the problem of measuring radial asymmetry of a bivariate vector of continuous random variables whose components are symmetric about the center of symmetry. We introduce a set of axioms for measures of radial asymmetry, define new measures satisfying the axiomatic, study...
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For continuous random vectors X=(X1,X2,...,Xn) and multivariate distribution functions H1 and H2 with common univariate marginals, we study the distribution function of the random variable H1(X) given that the joint distribution function of X is H2. We show that the distribution function of...
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