Journal of the
Korean Mathematical Society
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ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

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J. Korean Math. Soc. 1999; 36(4): 649-662

Printed July 1, 1999

Copyright © The Korean Mathematical Society.

On conditional weak positive dependence

Tae-Sung Kim, Mi-Hwa Ko, and Hyun-Chull Kim

Abstract

A random vector $\underline{X} =(X_1, \cdots, X_n )$ is conditionally weakly associated if and only if for every pair of partitions $ \underline{X_1} =(X_{\pi(1)}, \cdots, X_{\pi(k)} ),$ $ \underline{X_2} = (X_{\pi(k+1)}, \cdots, X_{\pi(n)})$ of $ \underline{X} ~P(\underline{X_1} \in A | \underline{X_2} \in B, \theta \in I) \ge P(\underline{X_1} \in A | \theta \in I )$ whenever A and B are open upper sets and $ \pi $ is any permutation of $ \{1, \cdots, n \} $. In this note we develop some concepts of conditional positive dependence, which are weaker than conditional weak association but stronger than conditional positive orthant dependence, by requiring the above inequality to hold only for some upper sets and applying the arguments in Shaked (1982).

Keywords: conditional positive dependence, conditional weak association, conditional positive orthant dependence, upper sets

MSC numbers: 62F10, 60E05

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