Positively Dependent and Exchangeable Normal Variables
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.
KeywordsNormal Variable Common Variance Positive Semidefinite Nondecreasing Function Infinite Sequence
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