Max-infinite divisibility and multivariate total positivity

Max-infinite divisibility and multivariate total positivity

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 (MTP 2 ). Inequalities are derived, with emphasis on exchangeable distributions. Applicati...

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Bibliographic Details
Published in:Journal of applied probability Vol. 31; no. 3; pp. 721 - 730
Main Authors: Alzaid, Abdulhamid A., Proschan, Frank
Format: Journal Article
Language:English
Published: 01-09-1994
Online Access:Get full text
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Summary: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 (MTP 2 ). Inequalities are derived, with emphasis on exchangeable distributions. Applications and examples are given throughout the paper.
ISSN:0021-9002
1475-6072
DOI:10.1017/S0021900200045289