Question: 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)

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.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Statistical Techniques in Business Questions!