Some partial orderings of exchangeable random variables by positive dependence

Some partial orderings of positively dependent exchangeable random variables are introduced. The interrelations among them, the inequalities which follow from them and two models which yield such partial orderings are then discussed. Particular examples include ordering multivariate normal, t, [chi]2, Cauchy, exponential, binomial, Poisson, gamma and Farlie-Gumbel-Morgenstern random vectors. Applications to genetic selection and choice of sampling procedures are given.

[1]  Some applications of inequalities for extreme order statistics to a genetic selection problem. , 1982 .

[2]  A. Tchen Inequalities for distributions with given marginals , 1976 .

[3]  Y. Tong Some Probability Inequalities of Multivariate Normal and Multivariate t , 1970 .

[4]  I. Olkin,et al.  A Multivariate Exponential Distribution , 1967 .

[5]  Moshe Shaked,et al.  A Concept of Positive Dependence for Exchangeable Random Variables , 1977 .

[6]  Y. L. Tong,et al.  An Ordering Theorem for Conditionally Independent and Identically Distributed Random Variables , 1977 .

[7]  Z. Šidák A chain of inequalities for some types of multivariate distributions, with nine special cases , 1973 .

[8]  Richard E. Barlow,et al.  INEQUALITIES FOR LINEAR COMBINATIONS OF ORDER STATISTICS FROM RESTRICTED FAMILIES , 1966 .

[9]  D. Eaves On Exchangeable Priors in Lot Acceptance , 1980 .

[10]  M. Shaked A nots on the exchangeable generalized farlie-gumbel-morgenstern distributions , 1975 .

[11]  Y. Rinott,et al.  A Stochastic Ordering Induced by a Concept of Positive Dependence and Monotonicity of Asymptotic Test Sizes , 1980 .

[12]  Frank Proschan Applications of Majorization and Schur Functions in Reliability and Life Testing. , 1974 .

[13]  W. A. Thompson,et al.  Events which are Almost Independent , 1973 .

[14]  Dependence Concepts and Probability Inequalities , 1975 .

[15]  Moshe Shaked,et al.  Some concepts of positive dependence for bivariate interchangeable distributions , 1979 .

[16]  A TEST OF INDEPENDENCE FOR BIVARIATE SYMMETRIC STABLE DISTRIBUTIONS , 1980 .

[17]  D. R. Jensen A Note on Positive Dependence and the Structure of Bivariate Distributions , 1971 .

[18]  Basil M de Silva,et al.  A class of multivariate symmetric stable distributions , 1978 .