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Communications in Statistics - Theory and Methods Volume 10, 1981 - Issue 12
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Original Articles

Positive dependence in multivariate distributions

Alam Khursheed Clemson University, Clemson, S.C, 29631
&
K. M. Lai Saxena University of Nebraska-Lincoln, Lincoln, NE, 68588
Pages 1183-1196 | Received 01 May 1980, Published online: 27 Jun 2007
 
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Abstract

This paper gives some new results on positive dependence between random variables which are jointly normally distributed with special reference to certain inequalities of the form P‘X∊A,Y∊B’ > P‘X∊A’P‘Y∊ B’ , where A and B are given sets and X and Y are random vectors. Some results are also given on statistical dependence between quadratic forms

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