Positive Dependence of the Bivariate and Trivariate, Absolute Normal, T, X square F Distributions.
NORTH CAROLINA UNIV AT CHARLOTTE DEPT OF MATHEMATICS
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The bivariate, and trivariate, density of the absolute normal distribution is shown to be totally positive of order 2. These results are then used to show that a generalized bivariate, and trivariate, t, x squared and F distributions are associated. A conjecture of the total positivity of the multivariate absolute normal distribution and association of a multivariate t-distribution is given.
- Statistics and Probability