ON A NEW MEASURE OF LINEAR LOCAL DEPENDENCE

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TAVANGAR MAHDI; ASADI MAJID

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Journal: JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS) Year:2008 | Volume:7 | Issue:1-2 Page(s): 35-56

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Information Journal Paper

Title

ON A NEW MEASURE OF LINEAR LOCAL DEPENDENCE

Author(s)

TAVANGAR MAHDI | ASADI MAJID | Issue Writer Certificate

Keywords

BIVARIATE DISTRIBUTIONSQ4

BIVARIATE MEAN RESIDUAL LIFETIMEQ4

CORRELATION COEFFICIENTQ4

EXCHANGEABLE RANDOM VARIABLESQ4

RESIDUAL LIFETIMEQ4

TOTAL POSITIVITYQ4

Abstract

Recently attempts have been made to construct some measures to compute the local dependence between two random variables. Bairamov et al. (2003) introduced a measure of local dependence which is essentially an extension of Galton CORRELATION COEFFICIENT. In the present paper, we give an extension of the measure of local dependence, given by the cited authors, and study some of its properties. In particular, we show that our measure of local dependence can be applied to measure the dependency between two RESIDUAL LIFETIME random variables. In this case, we give an estimator of the proposed measure of local dependency based on the RESIDUAL LIFETIME/fa?page=1&sort=1&ftyp=all&fgrp=all&fyrs=all" target="_blank"> BIVARIATE MEAN RESIDUAL LIFETIME. The connections between different forms of local dependency measure given in this paper and some other concepts of dependency are also investigated.

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APA: Copy

TAVANGAR, MAHDI, & ASADI, MAJID. (2008). ON A NEW MEASURE OF LINEAR LOCAL DEPENDENCE. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), 7(1-2), 35-56. SID. https://sid.ir/paper/117881/en

Vancouver: Copy

TAVANGAR MAHDI, ASADI MAJID. ON A NEW MEASURE OF LINEAR LOCAL DEPENDENCE. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS)[Internet]. 2008;7(1-2):35-56. Available from: https://sid.ir/paper/117881/en

IEEE: Copy

MAHDI TAVANGAR, and MAJID ASADI, “ON A NEW MEASURE OF LINEAR LOCAL DEPENDENCE,” JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), vol. 7, no. 1-2, pp. 35–56, 2008, [Online]. Available: https://sid.ir/paper/117881/en

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