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On multivariate folded normal distribution

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Abstract

Folded normal distribution arises when we try to find out the distribution of absolute values of a function of a normal variable. The properties and uses of univariate and bivariate folded normal distribution have been studied by various researchers. We study here the properties of multivariate folded normal distribution and indicate some areas of applications.

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Authors and Affiliations

  1. SQC & OR Unit, Indian Statistical Institute, Kolkata, India

    Ashis Kumar Chakraborty & Moutushi Chatterjee

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  1. Ashis Kumar Chakraborty
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  2. Moutushi Chatterjee
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Correspondence to Moutushi Chatterjee.

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Chakraborty, A.K., Chatterjee, M. On multivariate folded normal distribution. Sankhya B 75, 1–15 (2013). https://doi.org/10.1007/s13571-013-0064-5

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  • DOI: https://doi.org/10.1007/s13571-013-0064-5

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