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.
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