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Article
Dependence Properties of Multivariate Mixture Distributions and Their Applications
Annals of the Institute of Statistical Mathematics (2001)
  • Baha-Eldin Khaledi
  • Subhash Kochar, Portland State University
Abstract

Consider a multivariate mixture model where the random variables X 1, ..., X n given (Θ1, ..., Θ 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.

Disciplines
Publication Date
2001
Citation Information
Baha-Eldin Khaledi and Subhash Kochar. "Dependence Properties of Multivariate Mixture Distributions and Their Applications" Annals of the Institute of Statistical Mathematics Vol. 53 Iss. 3 (2001)
Available at: http://works.bepress.com/subhash_kochar/49/