Title : ( Aspects of dependence structures and stochastic orders )
Authors: Salman Izadkhah , Mohammad Amini , Gholam Reza Mohtashami Borzadaran ,
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Abstract
In this paper, using several notions of univariate stochastic orders, we present some stochastic representations of various positive dependence concepts and the related positive dependence orders. Based on this approach, one can develop some properties of the stochastic orders into the dependence concepts and the dependence orders as well. Also, several examples are provided which show that some random variables dependent are independent. Moreover, via an example a class of distribution functions presented that no correlation implies independence by the form of their characteristic function.
Keywords
, dependence, stochastic orders,
@inproceedings{paperid:1039580,
author = {Izadkhah, Salman and Amini, Mohammad and Mohtashami Borzadaran, Gholam Reza},
title = {Aspects of dependence structures and stochastic orders},
booktitle = {نهمین سمینار احتمال و فرآیند های تصادفی},
year = {2013},
location = {IRAN},
keywords = {dependence; stochastic orders;},
}
%0 Conference Proceedings
%T Aspects of dependence structures and stochastic orders
%A Izadkhah, Salman
%A Amini, Mohammad
%A Mohtashami Borzadaran, Gholam Reza
%J نهمین سمینار احتمال و فرآیند های تصادفی
%D 2013
