Extreme Point Methods in the Determination of the Structure of a Class of Bivariate Distributions and Some Applications to Contingency Tables

摘要

A decomposition of the class of all bivariate positive quadrant dependent distribution into compact convex subsets is obtained. Extreme points of these compact convex subsets are investigated. A similar decomposition works out for the class of all bivariate distributions. Extreme points of the compact convex sets figuring in this decomposition are analyzed. An application to contingency tables is presented. (Author).