Simpson-type paradoxes, dependence, and ageing

Marco Scarsini (1, 2) , Fabio Spizzichino

1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 Dipartimento di Scienze Economiche e Aziendali

We will state a general version of Simpson's paradox, which corresponds to the loss of some dependence properties under marginalization. We will then provide conditions under which the paradox is avoided. Finally we will relate these Simpson-type paradoxes to some well-known paradoxes concerning the loss of ageing properties when the level of information changes.

Keywords: Positive dependence; Simpson's paradox; Yule's reversal paradox; weakened by failure; IFR; DFR; MIFR

Domains: Economy and decision science

Marco Scarsini, Fabio Spizzichino. Simpson-type paradoxes, dependence, and ageing. Journal of Applied Probability, 1999, Vol.36, N°1, pp. 119-131. ⟨10.1239/jap/1032374234⟩. ⟨hal-00540264⟩