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A note on the orthant probability of the elliptically contoured distribution |
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| Authors: | Kentaro Nomakuchi Ning-Zhong Shi |
| Institution: | 1. Department of Mathematics , Kochi University , Kochi, 780, Japan;2. Department of Mathematics , Northeast Normal University , Changchun, 130021, China |
| Abstract: | When a scale matrix satisfies certain conditions, the orthant probability of the elliptically contoured distribution with the scale matrix is expressed as the same probability of the equicorrelated normal distribution. |
| Keywords: | normal distribution elliptically contoured distribution exchangeability equicorrelation orthant probability |