Canadian Journal of Statistics

Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles

Journal Article

Abstract

Yanagimoto and Okamoto (1969) introduced a stochastic ordering that generalizes a concept of monotone regression dependence introduced by Lehmann (1966). In this paper, we define and examine the properties of three new orderings which imply that of Yanagimoto and Okamoto. One of these orderings is seen to extend Shaked's (1977) notion of DTP(0, 1), and another includes Lehmann's concept of positive likelihood‐ratio dependence as a special case. The proposed orderings are also compared with the TP2 positive‐dependence ordering defined by Kimeldorf and Sampson (1987).

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