Mi-Hwa Ko, Tae-Sung Kim
Abstract
In this note we perform an extreme point analysis on two natural definitions of negative quadrant dependence of three random variables and examine how different these two notions of dependence. We also characterize some special distributions which are both negatively lower orthant dependent and negatively upper orthant dependent.
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In this note we perform an extreme point analysis on two natural definitions of negative quadrant dependence of three random variables and examine how different these two notions of dependence. We also characterize some special distributions which are both negatively lower orthant dependent and negatively upper orthant dependent.
Key concepts: Orthant, Quadrant (abdomen), Mathematics, Random variable, Statistics, Combinatorics, Medicine, Pathology