Document Type : Research Paper
Authors
Department of Statistics, Yazd University
Abstract
The assumption of conditional symmetry, which implies that the distribution of one random variable given another random variable has a symmetric form, plays a crucial role in various probability and statistics problems. This study examines copula properties related to the conditional symmetry/asymmetry of two random variables. We investigate the possibility of ordering copulas based on their level of conditional asymmetry, similar to the concordance ordering for dependence. To quantify the degree of conditional asymmetry of a copula, we introduce measures that are monotonic for the proposed ordering. The characteristics of the proposed order and measures are elaborated upon. Several examples are included to demonstrate the results.
Keywords
Main Subjects
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