Dependence structures of multivariate Bernoulli random vectors

Abstract

In some situations, it is difficult and tedious to check notions of dependence properties and dependence orders for multivariate distributions supported on a finite lattice. The purpose of this paper is to utilize a newly developed tool, majorization with respect to weighted trees, to lay out some general results that can be used to identify some dependence properties and dependence orders for multivariate Bernoulli random vectors. Such a study gives us some new insight into the relations between the concepts of dependence.Weakly positive (negatively) associated Positively (negatively) supermodular dependent Strongly positive (negative) orthant dependent Positive (negative) orthant dependent Supermodular order Concordance order Majorization with respect to weighted trees Probability trees