Conditionally ordered distributions
The concepts of conditionally more positively quadrant dependent, and conditionally more dispersed are introduced and studied. Based on these two concepts, new conditions are given for multivariate cdfs F and G so that EFh(X) >= EGh(X) for suitable h(X). Special cases include the multivariate normal distribution and elliptically contoured distributions. Conditional positive and negative dependence concepts as well as applications to the Farlie-Gumbel-Morgenstern distribution are also considered.
Year of publication: |
1988
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Authors: | Block, Henry W. ; Sampson, Allan R. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 27.1988, 1, p. 91-104
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Publisher: |
Elsevier |
Keywords: | positive quadrant dependence orderings of multivariate distributions orderings by dispersion quasi-monotone convex functions multivariate normal elliptically contoured FGM distribution |
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