Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity.
Rahul MukerjeeS. H. OngPublished in: J. Multivar. Anal. (2015)
Keyphrases
- normal distribution
- likelihood ratio
- covariance matrix
- hypothesis testing
- standard deviation
- distribution free
- random variables
- hypothesis test
- upper bound
- sample size
- principal component analysis
- likelihood ratio test
- probability density function
- probability distribution
- match scores
- lead time
- statistical tests
- pairwise
- computational complexity
- generative model
- convex hull
- markov chain
- feature vectors
- bayesian networks
- learning algorithm