An index of capacity of processes for multivariate normal distributions of variables with correlation and without correlation

Abstract

In the multivariate analysis of capacity many aspects even not exist resolved around some indexes and their application. For example, when the variables of quality are correlated and when they are not correlated. In this work we seek to propose the construction of a multivariate index of capacity that works for both previous cases, and to present an example of application of this alternative on a real dataset. A wide acting of our index is obtained proposed in front of other similar indexes of capacity.