Every child has a very own personality and temperament trait. But some children are very shy. Psychologist call these characteristics sometimes inhibited, since the children will not seek much with foreign persons or seem to prefer to be alone.
Functional neurobiological with specific brain imaging (NMR) can demonstrate specific activity changes of the amygdala. Children which appear to be shy and inhibited have a higher activity of the amgydala.
A 20 year follow-up of these children proved that these children are more anxious or prone to specific stimuli for anxiety than a control group and have these marked changes of brain function.
This might be related to some forms of anxiety disorders because we know that changes of functional brain function of the amygdala are also prominent in panic disorders.