Positive Dependence of the Bivariate and Trivariate Absolute Normal, t, X Squared and F Distributions

Abstract

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.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1977
Accession Number
ADA051070

Entities

People

  • Allan R. Sampson
  • M. Abdel-hameed

Organizations

  • University of North Carolina at Charlotte

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  • Abstracts
  • Air Force
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  • Covariance
  • Data Science
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  • Normal Distribution
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Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.