Abstract

This paper motivates and introduces a number of new concepts of positive dependence among sets of random variables. In particular, setwise positive upper (and lower) orthant dependence, setwise association, and other related concepts are studied and their relationships are explored. These new concepts are applied to various multivariate normal distributions, some of which have both positive and negative covariances. A variety of new and interesting inequalities are also obtained.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.