Generalized Association, with Applications in Multivariate Statistics

Association of random variables [Ann. Math. Statist. 38 1466-1474] is generalized by considering increasing functions on certain partially ordered spaces. Generalized association enjoys many of the basic properties possessed by association. An essential connection links the two notions. Generalized...

Full description

Saved in:
Bibliographic Details
Published in:The Annals of statistics 1981-01, Vol.9 (1), p.168-176
Main Authors: Ahmed, Abdul-Hadi N., Leon, Ramon, Proschan, Frank
Format: Article
Language:English
Subjects:
62H99
Absolute value
analysis of variance
Association of random variables
generalization of association
Increasing functions
Mathematical functions
Mathematical inequalities
Mathematical vectors
Mathematics
mixture of distributions
moving set inequalities
multiple decision problems
multivariate normal
partial orderning
Probabilities
Random variables
Sidak inequalities
simultaneous comparisons
Statistical theories
stochastic comparison
symmetric
Symmetry
unimodal
Citations: Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Association of random variables [Ann. Math. Statist. 38 1466-1474] is generalized by considering increasing functions on certain partially ordered spaces. Generalized association enjoys many of the basic properties possessed by association. An essential connection links the two notions. Generalized association is inherited under certain mixing processes. Applications of this result follow for absolute value ordering, unimodal ordering, and linear ordering of the real numbers.
ISSN:0090-5364
2168-8966
DOI:10.1214/aos/1176345343