On Some Association Measures in the Multivariate Normal Distribution

In this paper, we study two time-dependent association measures for the bivariate as well as the multivariate normal distribution. In the case of bivariate normal distribution, we obtain a necessary and sufficient condition for the distribution to be right corner set increasing (RCSI). For the multivariate normal distribution, a sufficient condition, in terms of partial regression coefficients, for the distribution to be RCSI is obtained.The actual values of these measures are derived for the bivariate as well as the multivariate normal distribution. Some of the expressions are complex but are useful in reliability studies