Total positivity order and the normal distribution (Q2493141)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Total positivity order and the normal distribution |
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Total positivity order and the normal distribution (English)
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9 June 2006
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The authors study some properties of the total positivity order (which is also called the multivariate likelihood ratio order). Specifically, they provide a general formulation of the preservation properties of the order under conditioning. They also study translation properties of the order, and the implications of having equality in the inequality defining the order. The results are specialized to the multivariate normal distribution.
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likelihood ratio order
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\(M\)-matrices
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MTP\(_{2}\)
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affiliation
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FKG condition
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