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  • AUT Faculties
  • Faculty of Design and Creative Technologies (Te Ara Auaha)
  • School of Engineering, Computer and Mathematical Sciences - Te Kura Mātai Pūhanga, Rorohiko, Pāngarau
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Monotonicity criteria

Kachapova, F; Kachapov, I
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http://hdl.handle.net/10292/5434
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Abstract
Monotonicity is an important type of dependence of random variables. The paper reviews the definitions of comonotonicity and counter-monotonicity, their existing criteria and introduces a new criterion for each of the two concepts, along with some proofs. The new criteria are similar to the definition of a monotone function and clarify the meaning of the monotonicity concept. Stronger criteria are proven for the case of continuous marginals.
Keywords
Comonotonic; Counter-monotonic; Marginal; Monotonicity
Date
2013
Source
International conference on probability and statistics , Dubai, 2013-01-30, published in: World Academy of Science, Engineering and Technology (73), pp.1594 - 1599
Item Type
Conference Contribution
Publisher
World Academy of Science, Engineering and Technology (WASET)
Publisher's Version
https://www.waset.org/Publications
Rights Statement
World Academy of Science, Engineering and Technology is a scholarly open access, peer reviewed, interdisciplinary, monthly and fully refereed international journal focusing on theories, methods and applications in Science, Engineering and Technology.

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