Article ID Journal Published Year Pages File Type
1153325 Statistics & Probability Letters 2012 9 Pages PDF
Abstract
In this note we compare bivariate additive models with respect to their Pearson correlation coefficients, Kendall's τ 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 τ 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
, , ,