The importance of being the upper bound in the bivariate family

Fecha:	2006
Resumen:	Any bivariate cdf is bounded by the Fréchet-Hoeffding lower and upper bounds. We illustrate the importance of the upper bound in several ways. Any bivariate distribution can be written in terms of this bound, which is implicit in logit analysis and the Lorenz curve, and can be used in goodness-of-fit assesment. Any random variable can be expanded in terms of some functions related to this bound. The Bayes approach in comparing two proportions can be presented as the problem of choosing a parametric prior distribution which puts mass on the null hypothesis. Accepting this hypothesis is equivalent to reaching the upper bound. We also present some parametric families making emphasis on this bound.
Derechos:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Lengua:	Anglès
Documento:	Article ; recerca ; Versió publicada
Materia:	Hoeffding's lemma ; Fréchet-Hoeffding bounds ; Given marginals ; Diagonal expansion ; Logit analysi ; Goodness-of-fit ; Lorenz curve ; Bayes test in 2 × 2 tables
Publicado en:	SORT : statistics and operations research transactions, Vol. 30, Núm. 1 (January-June 2006) , p. 55-84, ISSN 2013-8830

30 p, 322.7 KB

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