Total positivity properties of multivariate densities are useful in deducing positive dependence of random vector components and related probability inequalities. In this paper we determine necessary and sufficient conditions for total positivity of absolute value multinormal variables. The results are applied to obtain positive dependence and associated inequalities for the multinormal and related distributions, e.g., the multivariate t and Wishart distributions. Inequalities of this type yield bounds for multivariate confidence set probabilities.
No takes yet. Share an insight, caveat, or question.
Karlin et al. (1981) studied this question.
Synapse has enriched 3 closely related papers on similar clinical questions. Consider them for comparative context: