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2009•Journal of Liaoning University of TechnologyRequires access

Study on Multivariate Totally Positive of Order 2 Nature of Normal Random Vector

Mi Ying

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Abstract

The general formulation of multivariate totally positive of order 2 nature in general was presented and promoted.In addition,the MTP2 property was proved to have met with every marginal density.Especially against the multivariate normal distribution,the link between M-Matrix and covariance matrix was established by using random vector to have met the equivalent condition of MTP2 nature,thus the related properties of the covariance matrix under this distribution were obtained.

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What this paper is about

The general formulation of multivariate totally positive of order 2 nature in general was presented and promoted.In addition,the MTP2 property was proved to have met with every marginal density.Especially against the multivariate normal distribution,the link between M-Matrix and covariance matrix was established by using random vector to have met the equivalent condition of MTP2 nature,thus the related properties of the covariance matrix under this distribution were obtained.

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Available abstract

The general formulation of multivariate totally positive of order 2 nature in general was presented and promoted.In addition,the MTP2 property was proved to have met with every marginal density.Especially against the multivariate normal distribution,the link between M-Matrix and covariance matrix was established by using random vector to have met the equivalent condition of MTP2 nature,thus the related properties of the covariance matrix under this distribution were obtained.

Key concepts: Multivariate normal distribution, Mathematics, Multivariate random variable, Multivariate t-distribution, Covariance matrix, Multivariate statistics, Matrix t-distribution, Scatter matrix

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