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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 CSAM(Communications for Statistical Applications and Methods) CSAM(Communications for Statistical Applications and Methods) 제25권 제1호
- 발행연도
- 2018.1
- 수록면
- 79 - 89 (11page)
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In this paper, we study the maximal property of the volume of the convex hull of d-dimensional independent random vectors. We show that the volume of the random convex hull from a multivariate location-scale family indexed by Σ is stochastically maximized in simple stochastic order when Σ is diagonal. The claim can be applied to a broad class of multivariate distributions that include skewed/unskewed multivariate t-distributions. We numerically investigate the proven stochastic relationship between the dependent and independent random convex hulls with the Gaussian random convex hull. The numerical results confirm our theoretical findings and the maximal property of the volume of the independent random convex hull.
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