Weak Dependence Notions and Their Mutual Relationships

New weak notions of positive dependence between the components <i>X</i> and <i>Y</i> of a random pair <inline-formula><math display="inline"><semantics><mrow><mo>(</mo><mi>X</mi><mo>,</mo><mi>Y</mi...

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Bibliographic Details
Main Authors: Jorge Navarro, Franco Pellerey, Miguel A. Sordo
Format: Article
Language:English
Published: MDPI AG 2020-12-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/1/81
Description
Summary:New weak notions of positive dependence between the components <i>X</i> and <i>Y</i> of a random pair <inline-formula><math display="inline"><semantics><mrow><mo>(</mo><mi>X</mi><mo>,</mo><mi>Y</mi><mo>)</mo></mrow></semantics></math></inline-formula> have been considered in recent papers that deal with the effects of dependence on conditional residual lifetimes and conditional inactivity times. The purpose of this paper is to provide a structured framework for the definition and description of these notions, and other new ones, and to describe their mutual relationships. An exhaustive review of some well-know notions of dependence, with a complete description of the equivalent definitions and reciprocal relationships, some of them expressed in terms of the properties of the copula or survival copula of <inline-formula><math display="inline"><semantics><mrow><mo>(</mo><mi>X</mi><mo>,</mo><mi>Y</mi><mo>)</mo></mrow></semantics></math></inline-formula>, is also provided.
ISSN:2227-7390