Diversity, dependence and independence

We propose a very general, unifying framework for the concepts of dependence and independence. For this purpose, we introduce the notion of diversity rank. By means of this diversity rank we identify total determination with the inability to create more diversity, and independence with the presence of maximum diversity. We show that our theory of dependence and independence covers a variety of dependence concepts, for example the seemingly unrelated concepts of linear dependence in algebra and dependence of variables in logic.

Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property

We first review an approach that had been developed in the past years to introduce concepts of “bivariate ageing” for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate ageing.A specific feature of such an approach dwells on the concept of semi-copula and in the extension, from copulas to semi-copulas, of properties of stochastic dependence. In this perspective, we aim to discuss some intricate aspects of conceptual character and to provide the readers with pertinent remarks from a Bayesian Statistics standpoint. In particular we will discuss the role of extensions of dependence properties. “Archimedean” models have an important role in the present framework.In the second part of the paper, the definitions of Kendall distribution and of Kendall equivalence classes will be extended to semi-copulas and related properties will be analyzed. On such a basis, we will consider the notion of “Pseudo-Archimedean” models and extend to them the analysis of the relations between the ageing notions of IFRA/DFRA-type and the dependence concepts of PKD/NKD.

Stochastic comparisons and bounds for conditional distributions by using copula properties

We prove that different conditional distributions can be represented as distorted distributions. These representations are used to obtain stochastic comparisons and bounds for them based on properties of the underlying copula. These properties can be used to explain the meaning of mathematical properties of copulas connecting them with dependence concepts. Some applications and illustrative examples are provided as well.