Properties and Estimations of a Multivariate Folded Normal Distribution-Reference-Cited by-同舟云学术

Properties and Estimations of a Multivariate Folded Normal Distribution

Published:2023-12-04 Issue:23 Volume:11 Page:4860
ISSN:2227-7390
Container-title:Mathematics
language:en
Short-container-title:Mathematics

Author:

Liu Xi¹,Jin Yiqiao¹²,Yang Yifan¹³^ORCID,Pan Xiaoqing¹^ORCID

Affiliation:

1. Department of Mathematics, Shanghai Normal University, Shanghai 200234, China

2. School of Data Science, Fudan University, Shanghai 200433, China

3. Transwarp Technology (Shanghai) Co., Ltd., Shanghai 200233, China

Abstract

A multivariate folded normal distribution is a distribution of the absolute value of a Gaussian random vector. In this paper, we provide the marginal and conditional distributions of the multivariate folded normal distribution, and also prove that independence and non-correlation are equivalent for it. In addition, we provide a numerical approach using the R language to fit a multivariate folded normal distribution. The accuracy of the estimated mean and variance parameters is then examined. Finally, a real data application to body mass index data are presented.

Publisher

MDPI AG

Subject

General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)

Link

https://www.mdpi.com/2227-7390/11/23/4860/pdf

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