A Note on Multivariate Folded Normal Distribution

摘要

This note points out some flaws in an article by Chakraborty and Chatterjee (Sankhya: The Indian Journal of Statistics, 75-B, 1, 115, 2013) in which formulae for the mean vector, dispersion matrix and the moment, generating function of multivariate folded normal distribution are derived. It is observed that the formulae and their derivation are incorrect. Correct formula of the mean for general case, and formula for the dispersion for the special cast; where the mean of the parent distribution is zero are stated.