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 $t, \chi^2$ and $F$ random variables are associated.
Citation
M. Abdel-Hameed. Allan R. Sampson. "Positive Dependence of the Bivariate and Trivariate Absolute Normal, $t, \chi^2$, and $F$ Distributions." Ann. Statist. 6 (6) 1360 - 1368, November, 1978. https://doi.org/10.1214/aos/1176344381
Information