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Positively Dependent and Exchangeable Normal Variables

  • Y. L. Tong
Part of the Springer Series in Statistics book series (SSS)

Abstract

The study of concepts of positive dependence of random variables, started in the late 1960s, has yielded numerous useful results in both statistical theory and applications. The results are generally given for large classes of distributions and are not just for the normal family. However, when the underlying distribution is multivariate normal, then many special results follow and most of them involve only the covariance matrix of the distribution.

Keywords

Normal Variable Common Variance Positive Semidefinite Nondecreasing Function Infinite Sequence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1990

Authors and Affiliations

  • Y. L. Tong
    • 1
  1. 1.School of MathematicsGeorgia Institute of TechnologyAtlantaUSA

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