Positive Dependence of the Bivariate and Trivariate, Absolute Normal, T, X square F Distributions.
Abstract
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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1976
- Accession Number
- ADA029509
Entities
People
- Allan Sampson
- M. Abdel-hameed
Organizations
- University of North Carolina at Charlotte