Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153325 | Statistics & Probability Letters | 2012 | 9 Pages |
Abstract
In this note we compare bivariate additive models with respect to their Pearson correlation coefficients, Kendall's Ï concordance coefficients, and Blomqvist β medial correlation coefficients. The conditions that enable the comparisons involve variability stochastic orders such as the dispersive and the peakedness orders. Specifically we show that we can compare the Kendall's Ï concordance coefficients of Cheriyan and Ramabhadran's bivariate gamma distributions, in spite of the fact that it is hard (and not necessary) to compute them.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Franco Pellerey, Moshe Shaked, Salimeh Yasaei Sekeh,