et X=(X1,...,Xn )' have a multivariate normal distribution with mean μ and covariance matrix Σ. In the case μ=0, Karlin and Rinott[6] obtained a necessary and sufficient condition on Σ for |X|=(|X1|,...,|Xn|)&...et X=(X1,...,Xn )' have a multivariate normal distribution with mean μ and covariance matrix Σ. In the case μ=0, Karlin and Rinott[6] obtained a necessary and sufficient condition on Σ for |X|=(|X1|,...,|Xn|)' to be MTP2. In this paper we consider the case μ≠0, and give some conditions under which |X| is MTP2. A necessary and sufficient condition is given for |X| to be TP2 when n=2 and μ≠0. Some results about the TP2 stochastic ordering are also given. The results are applied to obtain positive dependence and associated inequalities for multinormal and related distributions.展开更多
文摘et X=(X1,...,Xn )' have a multivariate normal distribution with mean μ and covariance matrix Σ. In the case μ=0, Karlin and Rinott[6] obtained a necessary and sufficient condition on Σ for |X|=(|X1|,...,|Xn|)' to be MTP2. In this paper we consider the case μ≠0, and give some conditions under which |X| is MTP2. A necessary and sufficient condition is given for |X| to be TP2 when n=2 and μ≠0. Some results about the TP2 stochastic ordering are also given. The results are applied to obtain positive dependence and associated inequalities for multinormal and related distributions.
