AISM 53, 620-630
© 2001 ISM

Dependence properties of multivariate mixture distributions and their applications

Baha-Eldin Khaledi and Subhash Kochar

Stat-Math Unit, Indian Statistical Institute 7, SJS Sansanwal Marg, New Delhi-110016, India,

(Received September 6, 1999; revised February 7, 2000)

Abstract.    Consider a multivariate mixture model where the random variables $X_1, \ldots, X_n$ given $(\Theta_1,\ldots,\Theta_n)$, are conditionally independent. Conditions are obtained under which different kinds of positive dependence hold among $X_i$'s. The results obtained are applied to a variety of problems including the concomitants of order statistics and of record values; and to frailty models.

Key words and phrases:    Dependence by total positivity (DTP), dependence by reverse regular (DRR), $MTP_2$ dependence, associated random variables, concomitants of order statistics and record values, frailty models.

Source (TeX , DVI )