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On a new positive dependence concept based on the conditional mean inactivity time order

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  • Z. Zamani
  • G. R. Mohtashami Borzadaran
  • M. Amini

Abstract

In this paper, we introduce a new positive dependence concept between two non negative random variables which is related to a conditional version of the mean inactivity time order. A number of properties and relationship between the new notion and the concept of positive likelihood ratio dependence (PLRD) is discussed. Some results in terms of proposed notions for the Archimedean family of copulas are provided.

Suggested Citation

  • Z. Zamani & G. R. Mohtashami Borzadaran & M. Amini, 2017. "On a new positive dependence concept based on the conditional mean inactivity time order," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(4), pages 1779-1787, February.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:4:p:1779-1787
    DOI: 10.1080/03610926.2015.1030417
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