Sign in
Max-infinite divisibility and multivariate total positivity
Journal article   Peer reviewed

Max-infinite divisibility and multivariate total positivity

Abdulhamid A. Alzaid and Frank Proschan
Journal of applied probability, Vol.31(3), pp.721-730
01/09/1994

Abstract

Research Papers
The concept of max-infinite divisibility is viewed as a positive dependence concept. It is shown that every max-infinitely divisible distribution function is a multivariate totally positive function of order 2 (MTP2). Inequalities are derived, with emphasis on exchangeable distributions. Applications and examples are given throughout the paper.

Metrics

1 Record Views

Details