Positive dependence. Two random variables (X, Y ) with c.d.f. F(x, y) are said to be positively

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Positive dependence. Two random variables (X, Y ) with c.d.f.

F(x, y) are said to be positively quadrant dependent if F(x, y) ≥ F(x,∞)F(∞, y)

for all x, y.

14 For the case that (X, Y ) takes on the four pairs of values (0, 0), (0, 1),

(1, 0), (1, 1) with probabilities p00, p01, p10, p11, (X, Y ) are positively quadrant dependent if and only if the odds ratio  = p01 p10/p00 p11 ≤ 1.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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