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Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
Author(s) -
CapéRAÀ Philippe,
Genest Christian
Publication year - 1990
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315837
Subject(s) - mathematics , monotone polygon , combinatorics , humanities , philosophy , geometry
Yanagimoto and Okamoto (1969) introduced a stochastic ordering that generalizes a concept of monotone regression dependence introduced by Lehmann (1966). In this paper, we define and examine the properties of three new orderings which imply that of Yanagimoto and Okamoto. One of these orderings is seen to extend Shaked's (1977) notion of DTP(0, 1), and another includes Lehmann's concept of positive likelihood‐ratio dependence as a special case. The proposed orderings are also compared with the TP 2 positive‐dependence ordering defined by Kimeldorf and Sampson (1987).