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Independence and maximal volume of d-dimensional random convex hull

  • Son, Won (Department of Statistics, Seoul National University) ;
  • Park, Seongoh (Department of Statistics, Seoul National University) ;
  • Lim, Johan (Department of Statistics, Seoul National University)
  • Received : 2017.10.16
  • Accepted : 2017.12.20
  • Published : 2018.01.31

Abstract

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 ${\Sigma}$ is stochastically maximized in simple stochastic order when ${\Sigma}$ 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.

Keywords

References

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