On a probability inequality for multivariate normal distribution
Aplikace matematiky (1976)
- Volume: 21, Issue: 1, page 1-4
- ISSN: 0862-7940
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topDas Gupta, Somesh. "On a probability inequality for multivariate normal distribution." Aplikace matematiky 21.1 (1976): 1-4. <http://eudml.org/doc/14939>.
@article{DasGupta1976,
author = {Das Gupta, Somesh},
journal = {Aplikace matematiky},
language = {eng},
number = {1},
pages = {1-4},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On a probability inequality for multivariate normal distribution},
url = {http://eudml.org/doc/14939},
volume = {21},
year = {1976},
}
TY - JOUR
AU - Das Gupta, Somesh
TI - On a probability inequality for multivariate normal distribution
JO - Aplikace matematiky
PY - 1976
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 21
IS - 1
SP - 1
EP - 4
LA - eng
UR - http://eudml.org/doc/14939
ER -
References
top- Das Gupta S., Eaton M. L., Olkin I., Perlman M. D., Savage L. J., and Sobel M., Inequalities on the probability content of convex regions for elliptically contoured distributions, Proc. Sixth Berk. Symp. on Math. Stat. and Prob. Vol. 11, (1972), 241-265. (1972) MR0413364
- Khatri C. G., 10.1214/aoms/1177698618, Ann. Math. Statist. 38, (1967), 1853-1867. (1967) Zbl0155.27103MR0220392DOI10.1214/aoms/1177698618
- Šidák Z., On probabilities in certain multivariate distributions: their dependence on correlations, Aplikace Matematiky 18, (1973), 128-135. (1973) MR0314197
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