Some results on the multivariate truncated normal distribution

tmvtnorm: A Package for the Truncated Multivariate Normal Distribution

Abstract In this article we present tmvtnorm, an R package implementation for the truncated multivariate normal distribution. We consider random number generation with rejection and Gibbs sampling, computation of marginal densities as well as computation of the mean and covariance of the truncated variables. This contribution brings together latest research in this field and provides useful met...

Some results on value distribution of the difference operator

In this article, we consider the uniqueness of the difference monomials $f^{n}(z)f(z+c)$. Suppose that $f(z)$ and $g(z)$ are transcendental meromorphic functions with finite order and $E_k(1, f^{n}(z)f(z+c))=E_k(1, g^{n}(z)g(z+c))$. Then we prove that if one of the following holds (i) $n geq 14$ and $kgeq 3$, (ii) $n geq 16$ and $k=2$, (iii) $n geq 22$ and $k=1$, then $f(z)equiv t_1g(z)$ or $f(...

Screening for a Multivariate Mixture Normal Distribution

Some Results on Convexity and Concavity of Multivariate Copulas

This paper provides some results on different types of convexity and concavity in the class of multivariate copulas. We also study their properties and provide several examples to illustrate our results.

Some Recent Results in Normal Multivariate Confidence Bounds

This paper gives a survey of some recent results, most of them available in print and the rest still unpublished, in confidence bounds on parametric f'unctions associated with multivariate normal distributions, that have been developed with a particular end in view. The general philosophy is discussed in greater detail than heretofore, and most of the results obtained so far are exhibited in th...