Positive Dependence of the Bivariate and Trivariate Absolute Normal, t, X Squared and F Distributions
NORTH CAROLINA UNIV AT CHARLOTTE DEPT OF MATHEMATICS
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It is shown that the bivariate density of the absolute normal distribution is totally positive of order 2. Necessary and sufficient conditions are given for the trivariate density of the absolute normal distribution to be totally positive of order 2 in pairs of arguments. These results are then used to show that certain generalized bivariate and trivariate t, X-squared and F random variables are associated.
- Statistics and Probability
- Manufacturing and Industrial Engineering and Control of Production Systems