Proposition 3.2 (further properties of L_b) and Remark 3.3 #
- (i)
Ľ_b = L_{-b},L̂_b = L_b, exchangeability iffb ∈ {-1,0,1},L_0 = Π,L_1 = Π ⊕_{1/2} Π(ordinal sum),L_{-1} = Ľ_1, the explicit asymmetryL_b(u,1/2) ≠ L_b(1/2,u)and the densityc_1; - (ii) stochastic monotonicity and quadrant dependence;
- (iii) reverse direction;
- (iv) total positivity (with the article's density
1 + σ g_b'); - (v)
ρ(L_b) = 3b|b|/4,τ(L_b) = b|b|/2.
Proposition 3.2(i): L_1 is the ordinal sum of Π and Π with respect to the
partition {[0,1/2],[1/2,1]}.
L_{-1} = Ľ_1.
Proposition 3.2(i): L̂_b = L_b.
The explicit asymmetry from the proof of (i): for 0 < |b| < 1 and 0 < u < α_b,
L_b(u,1/2) = u/2 + (b/2) ℓ(u) ≠ u/2 = L_b(1/2,u).
The density c_1 = 1 + σ(u) σ(v)-type formula: c_1 = 2 on the two diagonal median
quadrants and 0 on the other two (with the half-open convention at 1/2).
Proposition 3.2(iv) for the article's density c_b = 1 + σ(u) g_b'(v).
Proposition 3.2, all five parts in the article's notation.
Proposition 3.2(i): L_0 = Π.
Values of the density (Figure 2) and the second partial derivative #
Figure 2, strip u < 1/2: the density is 1 + sgn b on (α_b, 1/2), 1 - sgn b on
(1/2, 1 - α_b) and 1 elsewhere.
Figure 2, strip u ≥ 1/2: the density is 1 - sgn b on (α_b, 1/2), 1 + sgn b on
(1/2, 1 - α_b) and 1 elsewhere.